+213.7%
ICE vs SHAK
+87.2%
+126.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.1% | +0.6% |
| 7D | -2.4% | -8.3% | +5.9% | -1.4% |
| 30D | +4.0% | -12.6% | +16.7% | +5.7% |
| 3M | +13.7% | +9.1% | +4.6% | +12.1% |
| 6M | +0.9% | -31.2% | +32.2% | +4.2% |
| YTD | -2.1% | -21.6% | +19.4% | -1.0% |
| 1Y | -9.5% | -38.8% | +29.3% | -5.6% |
| 3Y | +42.1% | +0.6% | +41.5% | +33.3% |
| 5Y | +41.4% | -22.5% | +63.9% | +32.7% |
| All | +213.7% | +87.2% | +126.5% | +138.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling