+137.8%
IEMG vs SHAK
+35.4%
+102.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -1.9% | +0.8% |
| 7D | -1.3% | -8.3% | +7.0% | -0.2% |
| 30D | +1.9% | -12.6% | +14.6% | +3.7% |
| 3M | +1.4% | +9.1% | -7.7% | -0.2% |
| 6M | +15.2% | -31.2% | +46.4% | +19.6% |
| YTD | +23.8% | -21.6% | +45.4% | +25.9% |
| 1Y | +30.7% | -38.8% | +69.4% | +37.1% |
| 3Y | +83.3% | +0.6% | +82.7% | +73.2% |
| 5Y | +48.8% | -22.5% | +71.3% | +40.9% |
| 10Y | +142.8% | +85.3% | +57.5% | +90.7% |
| All | +137.8% | +35.4% | +102.4% | +91.1% |
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