+190.4%
IBN vs SHAK
+34.1%
+156.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -0.8% |
| 7D | -5.1% | -7.2% | +2.1% | -4.1% |
| 30D | -3.5% | -11.8% | +8.3% | -1.9% |
| 3M | +11.3% | +17.2% | -5.9% | +8.4% |
| 6M | +4.4% | -34.1% | +38.6% | +9.0% |
| YTD | -1.8% | -22.4% | +20.6% | 0.0% |
| 1Y | -8.0% | -35.9% | +27.9% | -4.1% |
| 3Y | +27.1% | -3.4% | +30.4% | +19.6% |
| 5Y | +54.5% | -25.4% | +79.9% | +45.8% |
| 10Y | +314.2% | +83.4% | +230.8% | +219.0% |
| All | +190.4% | +34.1% | +156.4% | +130.3% |
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