+14.2%
IP vs SHAK
+53.0%
-38.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.4% |
| 3M | -13.8% | +2.3% | -16.2% | -14.3% |
| 6M | +5.7% | -25.5% | +31.3% | +9.3% |
| YTD | -9.1% | -11.4% | +2.3% | -9.1% |
| 1Y | -0.8% | -21.8% | +21.0% | +1.1% |
| 3Y | +14.8% | +25.8% | -11.0% | +5.6% |
| 5Y | -11.5% | -21.0% | +9.5% | -15.7% |
| 10Y | +27.9% | +126.4% | -98.5% | -3.4% |
| All | +14.2% | +53.0% | -38.8% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling