+236.7%
IQV vs SHAK
+87.2%
+149.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | +1.0% |
| 7D | -2.2% | -8.3% | +6.0% | -0.4% |
| 30D | +8.3% | -12.6% | +20.9% | +11.5% |
| 3M | +44.6% | +9.1% | +35.5% | +41.3% |
| 6M | +52.6% | -31.2% | +83.8% | +61.9% |
| YTD | +16.1% | -21.6% | +37.7% | +19.3% |
| 1Y | +37.3% | -38.8% | +76.1% | +48.5% |
| 3Y | +21.6% | +0.6% | +21.0% | +11.6% |
| 5Y | +0.5% | -22.5% | +23.0% | -7.2% |
| All | +236.7% | +87.2% | +149.5% | +124.8% |
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 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