+116.3%
IBM vs SHAK
-27.4%
+143.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.2% |
| 7D | -0.3% | -11.0% | +10.7% | +0.9% |
| 30D | -1.8% | -14.0% | +12.2% | -0.3% |
| 3M | -13.5% | +13.3% | -26.7% | -14.8% |
| 6M | -5.1% | -35.3% | +30.2% | -1.8% |
| YTD | -19.4% | -24.0% | +4.6% | -18.1% |
| 1Y | -6.5% | -36.7% | +30.2% | -3.3% |
| 3Y | +73.8% | -5.4% | +79.2% | +70.8% |
| 5Y | +116.3% | -24.9% | +141.2% | +110.6% |
| All | +116.3% | -27.4% | +143.7% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling