+990.2%
IBKR vs SHAK
+87.2%
+903.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +1.5% |
| 7D | -1.3% | -8.3% | +6.9% | +0.5% |
| 30D | -0.2% | -12.6% | +12.4% | +2.8% |
| 3M | +3.0% | +9.1% | -6.2% | +0.3% |
| 6M | +33.9% | -31.2% | +65.1% | +42.6% |
| YTD | +42.5% | -21.6% | +64.1% | +47.0% |
| 1Y | +44.9% | -38.8% | +83.6% | +57.5% |
| 3Y | +293.0% | +0.6% | +292.4% | +271.4% |
| 5Y | +497.7% | -22.5% | +520.2% | +469.0% |
| All | +990.2% | +87.2% | +903.0% | +620.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling