-83.2%
IRE vs SHAK
-31.2%
-52.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.5% | -0.3% | -3.7% |
| 7D | +29.0% | -7.2% | +36.2% | +33.7% |
| 30D | +24.2% | -11.8% | +36.0% | +32.3% |
| 3M | -53.2% | +17.2% | -70.3% | -58.3% |
| 6M | -36.0% | -34.1% | -1.9% | -19.9% |
| YTD | -51.0% | -22.4% | -28.6% | -42.6% |
| All | -83.2% | -31.2% | -52.0% | -74.3% |
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