+7.3%
IEF vs SHAK
+35.4%
-28.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -0.2% |
| 7D | -1.3% | -8.3% | +6.9% | -1.4% |
| 30D | -1.7% | -12.6% | +10.9% | -1.8% |
| 3M | -2.5% | +9.1% | -11.7% | -2.5% |
| 6M | -3.3% | -31.2% | +28.0% | -3.3% |
| YTD | -2.8% | -21.6% | +18.8% | -2.8% |
| 1Y | -2.7% | -38.8% | +36.1% | -2.8% |
| 3Y | +8.9% | +0.6% | +8.3% | +9.0% |
| 5Y | -9.4% | -22.5% | +13.1% | -9.5% |
| 10Y | +3.7% | +85.3% | -81.6% | +5.8% |
| All | +7.3% | +35.4% | -28.1% | +8.9% |
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 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