+357.7%
IGV vs SHAK
+87.2%
+270.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | -0.4% |
| 7D | -2.9% | -8.3% | +5.4% | -1.1% |
| 30D | -1.5% | -12.6% | +11.1% | +1.3% |
| 3M | +11.7% | +9.1% | +2.6% | +8.9% |
| 6M | +18.4% | -31.2% | +49.7% | +25.0% |
| YTD | -3.9% | -21.6% | +17.7% | -2.1% |
| 1Y | -9.7% | -38.8% | +29.1% | -2.9% |
| 3Y | +38.4% | +0.6% | +37.8% | +26.1% |
| 5Y | +21.6% | -22.5% | +44.1% | +11.9% |
| All | +357.7% | +87.2% | +270.5% | +225.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling