+35.0%
IOVA vs SHAK
-5.6%
+40.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.4% | -2.8% |
| 7D | -6.4% | -11.0% | +4.5% | -3.1% |
| 30D | +25.4% | -14.0% | +39.5% | +31.2% |
| 3M | +115.3% | +13.3% | +102.1% | +100.8% |
| 6M | +56.5% | -35.3% | +91.9% | +77.0% |
| YTD | +198.2% | -24.0% | +222.2% | +211.9% |
| 1Y | +242.0% | -36.7% | +278.7% | +282.1% |
| All | +35.0% | -5.6% | +40.6% | -7.4% |
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