+179.3%
IJH vs SHAK
+87.2%
+92.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.1% |
| 7D | -1.9% | -8.3% | +6.4% | 0.0% |
| 30D | -4.6% | -12.6% | +8.0% | -1.8% |
| 3M | -1.2% | +9.1% | -10.3% | -3.8% |
| 6M | +9.4% | -31.2% | +40.7% | +16.0% |
| YTD | +13.3% | -21.6% | +34.9% | +16.0% |
| 1Y | +13.4% | -38.8% | +52.2% | +22.5% |
| 3Y | +50.4% | +0.6% | +49.8% | +37.3% |
| 5Y | +49.0% | -22.5% | +71.5% | +37.3% |
| All | +179.3% | +87.2% | +92.1% | +87.1% |
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