+103.7%
IBB vs SHAK
+59.5%
+44.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.0% |
| 7D | -0.5% | +4.3% | -4.8% | -1.2% |
| 30D | +4.6% | +9.0% | -4.5% | +3.0% |
| 3M | +6.8% | +1.8% | +5.0% | +6.1% |
| 6M | +23.1% | +17.3% | +5.8% | +18.6% |
| YTD | +26.0% | -7.6% | +33.7% | +24.6% |
| 1Y | +30.4% | -16.9% | +47.3% | +31.1% |
| 3Y | +85.4% | +35.1% | +50.4% | +64.7% |
| 5Y | +39.7% | -11.3% | +51.0% | +28.6% |
| 10Y | +127.1% | +98.8% | +28.2% | +66.8% |
| All | +103.7% | +59.5% | +44.1% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling