+23.7%
IP vs SHAK
+111.2%
-87.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | 0.0% | +8.2% | -8.2% | -1.5% |
| 30D | +9.4% | +13.5% | -4.1% | +6.7% |
| 3M | -14.1% | +6.2% | -20.3% | -15.3% |
| 6M | +9.2% | +8.2% | +1.0% | +6.6% |
| YTD | -7.5% | -6.5% | -1.0% | -8.6% |
| 1Y | -2.8% | -19.2% | +16.4% | -1.3% |
| 3Y | +21.2% | +37.9% | -16.7% | +7.9% |
| 5Y | -11.5% | -9.5% | -2.0% | -18.5% |
| 10Y | +23.7% | +106.2% | -82.5% | -16.0% |
| All | +23.7% | +111.2% | -87.6% | -16.0% |
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 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