+336.0%
IR vs SHAK
+105.4%
+230.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.0% |
| 7D | +2.5% | +4.3% | -1.8% | +1.5% |
| 30D | +9.2% | +9.0% | +0.1% | +6.8% |
| 3M | +0.9% | +1.8% | -0.9% | +0.1% |
| 6M | +19.2% | +17.3% | +1.9% | +13.3% |
| YTD | +7.5% | -7.6% | +15.1% | +6.1% |
| 1Y | +11.7% | -16.9% | +28.6% | +13.0% |
| 3Y | +23.9% | +35.1% | -11.1% | +6.4% |
| 5Y | +46.4% | -11.3% | +57.6% | +32.7% |
| All | +336.0% | +105.4% | +230.6% | +185.5% |
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