-16.1%
IP vs SHAK
-18.7%
+2.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -5.3% | -0.7% | -4.6% | -5.1% |
| 30D | -10.9% | -6.6% | -4.2% | -9.8% |
| 3M | +11.2% | +30.1% | -18.9% | +5.9% |
| 6M | -10.2% | -28.7% | +18.5% | -6.4% |
| YTD | -2.0% | -14.5% | +12.5% | -1.2% |
| 1Y | -19.1% | -31.9% | +12.8% | -15.5% |
| 3Y | +20.9% | -1.0% | +21.8% | +16.6% |
| All | -16.1% | -18.7% | +2.6% | -23.9% |
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 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