+26.8%
IP vs SHAK
+141.8%
-115.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.3% | -4.4% | +1.5% |
| 7D | -3.0% | +6.5% | -9.5% | -4.2% |
| 30D | +10.6% | +15.3% | -4.7% | +7.6% |
| 3M | -13.6% | +8.5% | -22.0% | -15.1% |
| 6M | +10.4% | +10.0% | +0.4% | +7.4% |
| YTD | -6.5% | -5.0% | -1.5% | -7.8% |
| 1Y | -2.1% | -15.3% | +13.2% | -1.6% |
| 3Y | +22.0% | +40.7% | -18.7% | +8.1% |
| 5Y | -9.7% | -7.9% | -1.8% | -17.1% |
| 10Y | +26.8% | +132.0% | -105.2% | -14.4% |
| All | +26.8% | +141.8% | -115.0% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling