+2.4%
IQV vs SHAK
-22.8%
+25.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | +1.1% |
| 7D | -2.2% | -8.3% | +6.0% | -0.5% |
| 30D | +8.3% | -12.6% | +20.9% | +11.3% |
| 3M | +44.6% | +9.1% | +35.5% | +41.5% |
| 6M | +52.6% | -31.2% | +83.8% | +61.3% |
| YTD | +16.1% | -21.6% | +37.7% | +19.0% |
| 1Y | +37.3% | -38.8% | +76.1% | +47.9% |
| 3Y | +21.6% | +0.6% | +21.0% | +11.3% |
| All | +2.4% | -22.8% | +25.2% | -7.9% |
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