+12.0%
IOVA vs SHAK
+47.7%
-35.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +9.7% | -0.7% | +10.4% | +10.0% |
| 30D | +102.5% | -6.6% | +109.2% | +105.7% |
| 3M | +100.7% | +30.1% | +70.6% | +80.5% |
| 6M | +106.3% | -28.7% | +135.1% | +122.7% |
| YTD | +222.0% | -14.5% | +236.5% | +224.1% |
| 1Y | +299.5% | -31.9% | +331.4% | +330.1% |
| 3Y | +42.9% | -1.0% | +43.9% | +30.4% |
| 5Y | -65.0% | -18.7% | -46.3% | -67.7% |
| 10Y | +10.3% | +98.1% | -87.8% | -28.9% |
| All | +12.0% | +47.7% | -35.7% | -22.7% |
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 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