+21.2%
IP vs SHAK
+84.4%
-63.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.5% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -11.2% | -5.2% | -6.0% | -10.3% |
| 3M | +12.3% | +27.3% | -15.0% | +7.0% |
| 6M | -5.2% | -27.9% | +22.6% | -1.0% |
| YTD | -4.0% | -17.0% | +13.0% | -2.6% |
| 1Y | -19.2% | -30.9% | +11.7% | -15.5% |
| 3Y | +20.3% | +3.4% | +17.0% | +13.1% |
| 5Y | -17.5% | -20.5% | +3.0% | -22.4% |
| 10Y | +21.2% | +88.3% | -67.1% | -17.3% |
| All | +21.2% | +84.4% | -63.2% | -17.3% |
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