+55.4%
IOT vs SHAK
-11.1%
+66.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -1.5% |
| 7D | -4.5% | -8.3% | +3.8% | -1.1% |
| 30D | -2.4% | -12.6% | +10.2% | +2.9% |
| 3M | +19.0% | +9.1% | +9.9% | +13.2% |
| 6M | +19.6% | -31.2% | +50.9% | +31.6% |
| YTD | +8.3% | -21.6% | +29.8% | +10.0% |
| 1Y | -0.8% | -38.8% | +38.0% | +13.3% |
| 3Y | +24.4% | +0.6% | +23.8% | -12.1% |
| All | +55.4% | -11.1% | +66.5% | +17.0% |
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