-6.7%
IP vs SHAK
-22.0%
+15.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.1% | -1.4% |
| 7D | -0.9% | +4.1% | -5.0% | -1.7% |
| 30D | +6.7% | +2.3% | +4.4% | +6.1% |
| 3M | -16.6% | -0.2% | -16.3% | -16.7% |
| 6M | +6.0% | +10.1% | -4.1% | +3.3% |
| YTD | -10.7% | -10.5% | -0.2% | -11.3% |
| 1Y | -6.7% | -22.4% | +15.7% | -2.7% |
| All | -6.7% | -22.0% | +15.4% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling