+378.0%
IOVA vs SHAK
-21.2%
+399.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.3% | -1.3% |
| 7D | -41.3% | +8.3% | -49.6% | -41.0% |
| 30D | -38.5% | +16.7% | -55.2% | -38.3% |
| 3M | +99.5% | +10.0% | +89.6% | +98.8% |
| 6M | +126.0% | -23.8% | +149.8% | +144.7% |
| YTD | +218.7% | -10.3% | +229.0% | +266.3% |
| 1Y | +378.0% | -22.9% | +400.9% | +407.6% |
| All | +378.0% | -21.2% | +399.3% | +407.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling