+77.4%
IBM vs SHAK
-3.6%
+81.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.5% | +9.9% | +4.2% |
| 7D | +3.6% | -7.2% | +10.8% | +4.5% |
| 30D | +1.5% | -11.8% | +13.3% | +3.1% |
| 3M | -12.9% | +17.2% | -30.1% | -14.9% |
| 6M | -3.9% | -34.1% | +30.2% | -0.2% |
| YTD | -17.3% | -22.4% | +5.0% | -16.2% |
| 1Y | -5.0% | -35.9% | +30.9% | -1.3% |
| All | +77.4% | -3.6% | +81.0% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling