+18.5%
IBB vs SHAK
-27.4%
+45.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -5.2% | -11.0% | +5.7% | -3.3% |
| 30D | +1.5% | -14.0% | +15.5% | +4.0% |
| 3M | +22.1% | +13.3% | +8.9% | +18.8% |
| 6M | +17.7% | -35.3% | +53.1% | +24.8% |
| YTD | +20.2% | -24.0% | +44.2% | +23.2% |
| 1Y | +44.4% | -36.7% | +81.1% | +52.6% |
| 3Y | +61.1% | -5.4% | +66.5% | +49.2% |
| 5Y | +18.5% | -24.9% | +43.4% | +4.9% |
| All | +18.5% | -27.4% | +45.9% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling