+38.0%
IGV vs SHAK
-5.6%
+43.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -5.4% | -11.0% | +5.6% | -3.6% |
| 30D | -2.6% | -14.0% | +11.4% | -0.3% |
| 3M | +10.5% | +13.3% | -2.7% | +7.7% |
| 6M | +18.2% | -35.3% | +53.5% | +24.3% |
| YTD | -4.2% | -24.0% | +19.8% | -3.0% |
| 1Y | -9.8% | -36.7% | +26.9% | -5.3% |
| All | +38.0% | -5.6% | +43.6% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling