-6.6%
IBM vs SHAK
-36.9%
+30.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.3% |
| 7D | -0.3% | -11.0% | +10.7% | +0.9% |
| 30D | -1.8% | -14.0% | +12.2% | -0.4% |
| 3M | -13.5% | +13.3% | -26.7% | -14.6% |
| 6M | -5.1% | -35.3% | +30.2% | -2.9% |
| YTD | -19.4% | -24.0% | +4.6% | -18.7% |
| All | -6.6% | -36.9% | +30.3% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling