+60.0%
IBB vs SHAK
-5.6%
+65.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -5.2% | -11.0% | +5.7% | -3.7% |
| 30D | +1.5% | -14.0% | +15.5% | +3.5% |
| 3M | +22.1% | +13.3% | +8.9% | +19.5% |
| 6M | +17.7% | -35.3% | +53.1% | +23.4% |
| YTD | +20.2% | -24.0% | +44.2% | +22.7% |
| 1Y | +44.4% | -36.7% | +81.1% | +51.1% |
| All | +60.0% | -5.6% | +65.7% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling