+158.2%
IBM vs SHAK
+47.7%
+110.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | +0.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +0.3% | -6.6% | +6.9% | +1.1% |
| 3M | -21.6% | +30.1% | -51.7% | -24.5% |
| 6M | -4.7% | -28.7% | +24.1% | -1.7% |
| YTD | -19.1% | -14.5% | -4.6% | -18.7% |
| 1Y | -2.5% | -31.9% | +29.4% | +0.7% |
| 3Y | +74.2% | -1.0% | +75.1% | +66.5% |
| 5Y | +113.1% | -18.7% | +131.8% | +102.4% |
| 10Y | +133.5% | +98.1% | +35.4% | +84.6% |
| All | +158.2% | +47.7% | +110.5% | +104.7% |
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