+206.2%
IJR vs SHAK
+35.4%
+170.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | -0.1% |
| 7D | -2.2% | -8.3% | +6.1% | -0.4% |
| 30D | -4.6% | -12.6% | +8.0% | -2.0% |
| 3M | +0.2% | +9.1% | -8.9% | -2.3% |
| 6M | +14.7% | -31.2% | +46.0% | +21.2% |
| YTD | +18.9% | -21.6% | +40.4% | +21.5% |
| 1Y | +19.9% | -38.8% | +58.7% | +29.0% |
| 3Y | +53.0% | +0.6% | +52.4% | +41.8% |
| 5Y | +40.9% | -22.5% | +63.4% | +31.8% |
| 10Y | +171.1% | +85.3% | +85.8% | +104.1% |
| All | +206.2% | +35.4% | +170.7% | +131.3% |
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