+39.8%
IHAK vs SPY
+14.6%
+25.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -0.4% |
| 7D | -7.3% | -0.7% | -6.6% | -6.6% |
| 30D | +2.1% | -1.0% | +3.1% | +3.3% |
| 3M | +10.3% | -0.3% | +10.6% | +10.8% |
| 6M | +45.3% | +7.3% | +38.0% | +36.7% |
| YTD | +47.8% | +13.3% | +34.4% | +32.9% |
| 1Y | +39.8% | +14.8% | +25.0% | +24.0% |
| All | +39.8% | +14.6% | +25.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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