+13.9%
IEMG vs SHAK
-21.2%
+35.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | +0.6% |
| 7D | -3.1% | +8.3% | -11.4% | -3.8% |
| 30D | -10.3% | +16.7% | -27.0% | -11.6% |
| 3M | -6.6% | +10.0% | -16.6% | -7.6% |
| 6M | -3.9% | -23.8% | +19.9% | -0.9% |
| YTD | +12.4% | -10.3% | +22.7% | +13.3% |
| 1Y | +13.9% | -22.9% | +36.8% | +18.2% |
| All | +13.9% | -21.2% | +35.1% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling