+340.3%
ICE vs SHAK
+34.1%
+306.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.1% |
| 7D | -0.9% | -7.2% | +6.3% | -0.1% |
| 30D | +4.0% | -11.8% | +15.8% | +5.3% |
| 3M | +11.0% | +17.2% | -6.2% | +8.7% |
| 6M | -5.0% | -34.1% | +29.2% | -1.8% |
| YTD | -2.7% | -22.4% | +19.7% | -1.5% |
| 1Y | -8.6% | -35.9% | +27.3% | -5.7% |
| 3Y | +41.4% | -3.4% | +44.7% | +34.9% |
| 5Y | +39.9% | -25.4% | +65.3% | +33.4% |
| 10Y | +214.9% | +83.4% | +131.5% | +159.9% |
| All | +340.3% | +34.1% | +306.3% | +272.4% |
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