+24.4%
IOT vs SHAK
-2.6%
+27.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -0.9% |
| 7D | -4.5% | -8.3% | +3.8% | -2.6% |
| 30D | -2.4% | -12.6% | +10.2% | +0.5% |
| 3M | +19.0% | +9.1% | +9.9% | +15.9% |
| 6M | +19.6% | -31.2% | +50.9% | +26.4% |
| YTD | +8.3% | -21.6% | +29.8% | +9.0% |
| 1Y | -0.8% | -38.8% | +38.0% | +7.9% |
| 3Y | +24.4% | +0.6% | +23.8% | -6.7% |
| All | +24.4% | -2.6% | +27.1% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling