+17.6%
IP vs SHAK
+97.6%
-80.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | +0.8% |
| 7D | -0.3% | +4.3% | -4.6% | -1.1% |
| 30D | +7.9% | +9.0% | -1.1% | +6.1% |
| 3M | -15.3% | +1.8% | -17.1% | -15.8% |
| 6M | +10.5% | +17.3% | -6.8% | +6.3% |
| YTD | -9.4% | -7.6% | -1.8% | -10.2% |
| 1Y | -4.6% | -16.9% | +12.3% | -3.7% |
| 3Y | +21.2% | +35.1% | -13.8% | +8.3% |
| 5Y | -13.3% | -11.3% | -2.1% | -19.9% |
| All | +17.6% | +97.6% | -80.0% | -19.9% |
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