+173.5%
IBM vs SHAK
+59.5%
+114.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.6% |
| 7D | +1.6% | +4.3% | -2.7% | +0.9% |
| 30D | +9.2% | +9.0% | +0.2% | +7.8% |
| 3M | +4.9% | +1.8% | +3.1% | +4.3% |
| 6M | +16.8% | +17.3% | -0.6% | +13.4% |
| YTD | -14.3% | -7.6% | -6.7% | -15.0% |
| 1Y | -16.7% | -16.9% | +0.2% | -16.3% |
| 3Y | +82.2% | +35.1% | +47.2% | +66.8% |
| 5Y | +149.9% | -11.3% | +161.2% | +134.8% |
| 10Y | +142.6% | +98.8% | +43.7% | +90.3% |
| All | +173.5% | +59.5% | +114.0% | +114.0% |
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