+485.1%
IGV vs SHAK
+43.4%
+441.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.3% |
| 7D | -3.3% | -0.3% | -3.0% | -3.2% |
| 30D | 0.0% | -5.2% | +5.2% | +0.9% |
| 3M | +7.3% | +27.3% | -19.9% | +1.8% |
| 6M | +16.7% | -27.9% | +44.6% | +21.4% |
| YTD | -2.8% | -17.0% | +14.1% | -2.2% |
| 1Y | -6.7% | -30.9% | +24.3% | -2.8% |
| 3Y | +41.1% | +3.4% | +37.8% | +30.3% |
| 5Y | +22.0% | -20.5% | +42.5% | +13.7% |
| 10Y | +357.9% | +88.3% | +269.7% | +248.6% |
| All | +485.1% | +43.4% | +441.7% | +349.8% |
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 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