-61.5%
IOVA vs SHAK
-22.8%
-38.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.2% | +2.5% | +4.5% |
| 7D | -2.2% | -8.3% | +6.1% | +1.1% |
| 30D | +27.6% | -12.6% | +40.2% | +34.2% |
| 3M | +117.2% | +9.1% | +108.1% | +104.1% |
| 6M | +77.7% | -31.2% | +108.9% | +98.2% |
| YTD | +215.0% | -21.6% | +236.6% | +226.8% |
| 1Y | +255.4% | -38.8% | +294.2% | +307.8% |
| 3Y | +42.6% | +0.6% | +42.0% | +17.8% |
| All | -61.5% | -22.8% | -38.7% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling