+537.2%
IDXX vs SHAK
+35.4%
+501.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.5% | -0.9% |
| 7D | -5.7% | -8.3% | +2.6% | -4.3% |
| 30D | -11.5% | -12.6% | +1.1% | -9.5% |
| 3M | -9.5% | +9.1% | -18.7% | -11.4% |
| 6M | -16.0% | -31.2% | +15.3% | -11.7% |
| YTD | -25.4% | -21.6% | -3.8% | -23.7% |
| 1Y | -21.8% | -38.8% | +17.0% | -16.6% |
| 3Y | +7.0% | +0.6% | +6.4% | +1.3% |
| 5Y | -26.0% | -22.5% | -3.4% | -29.6% |
| 10Y | +358.9% | +85.3% | +273.6% | +267.3% |
| All | +537.2% | +35.4% | +501.7% | +403.5% |
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