+103.1%
IBB vs SHAK
+47.7%
+55.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | +10.5% | -6.6% | +17.1% | +11.7% |
| 3M | +23.6% | +30.1% | -6.4% | +17.7% |
| 6M | +22.6% | -28.7% | +51.4% | +27.6% |
| YTD | +25.7% | -14.5% | +40.2% | +26.3% |
| 1Y | +51.4% | -31.9% | +83.3% | +57.6% |
| 3Y | +64.4% | -1.0% | +65.3% | +54.4% |
| 5Y | +22.1% | -18.7% | +40.8% | +13.8% |
| 10Y | +132.5% | +98.1% | +34.4% | +71.6% |
| All | +103.1% | +47.7% | +55.4% | +51.8% |
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