+39.3%
IHAK vs SPY
+79.8%
-40.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | -2.5% | -2.0% | -0.5% | -0.5% |
| 30D | -7.3% | -1.7% | -5.6% | -5.6% |
| 3M | +12.4% | +4.7% | +7.7% | +7.4% |
| 6M | +38.3% | +12.5% | +25.8% | +22.7% |
| YTD | +28.8% | +11.7% | +17.1% | +15.2% |
| 1Y | +19.9% | +17.5% | +2.4% | +1.8% |
| 3Y | +58.5% | +76.6% | -18.0% | -12.8% |
| 5Y | +39.3% | +82.0% | -42.7% | -25.5% |
| All | +39.3% | +79.8% | -40.5% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling