-23.0%
IDXX vs SHAK
-22.8%
-0.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.5% | -1.1% |
| 7D | -5.7% | -8.3% | +2.6% | -3.7% |
| 30D | -11.5% | -12.6% | +1.1% | -8.7% |
| 3M | -9.5% | +9.1% | -18.7% | -12.2% |
| 6M | -16.0% | -31.2% | +15.3% | -10.1% |
| YTD | -25.4% | -21.6% | -3.8% | -23.3% |
| 1Y | -21.8% | -38.8% | +17.0% | -14.5% |
| 3Y | +7.0% | +0.6% | +6.4% | -5.3% |
| All | -23.0% | -22.8% | -0.2% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling