-97.7%
IRE vs SHAK
-21.2%
-76.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.8% | -27.1% | -24.6% |
| 7D | -46.8% | +8.3% | -55.2% | -49.3% |
| 30D | -75.5% | +16.7% | -92.2% | -77.4% |
| 3M | -79.4% | +10.0% | -89.4% | -80.5% |
| 6M | -91.3% | -23.8% | -67.5% | -89.8% |
| YTD | -90.8% | -10.3% | -80.5% | -89.9% |
| 1Y | -97.7% | -22.9% | -74.8% | -96.9% |
| All | -97.7% | -21.2% | -76.5% | -96.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling