+168.1%
IJR vs SHAK
+87.2%
+80.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | -0.2% |
| 7D | -2.2% | -8.3% | +6.1% | -0.2% |
| 30D | -4.6% | -12.6% | +8.0% | -1.6% |
| 3M | +0.2% | +9.1% | -8.9% | -2.6% |
| 6M | +14.7% | -31.2% | +46.0% | +22.1% |
| YTD | +18.9% | -21.6% | +40.4% | +21.8% |
| 1Y | +19.9% | -38.8% | +58.7% | +30.3% |
| 3Y | +53.0% | +0.6% | +52.4% | +38.8% |
| 5Y | +40.9% | -22.5% | +63.4% | +29.3% |
| All | +168.1% | +87.2% | +80.9% | +74.5% |
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