-12.4%
IP vs SHAK
-19.2%
+6.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +0.3% |
| 7D | -5.1% | +2.0% | -7.1% | -5.4% |
| 30D | +8.5% | +12.0% | -3.5% | +6.2% |
| 3M | -13.8% | +2.3% | -16.2% | -14.4% |
| 6M | +5.7% | -25.5% | +31.3% | +9.6% |
| YTD | -9.1% | -11.4% | +2.3% | -9.2% |
| 1Y | -0.8% | -21.8% | +21.0% | +1.2% |
| 3Y | +14.8% | +25.8% | -11.0% | +5.7% |
| All | -12.4% | -19.2% | +6.9% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling