-97.6%
IRE vs SHAK
-17.1%
-80.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.6% | -14.2% | -15.1% |
| 7D | -41.9% | +8.2% | -50.1% | -43.5% |
| 30D | -75.1% | +13.5% | -88.5% | -76.4% |
| 3M | -82.4% | +6.2% | -88.6% | -82.8% |
| 6M | -95.5% | +8.2% | -103.7% | -95.6% |
| YTD | -93.1% | -6.5% | -86.6% | -92.5% |
| 1Y | -97.8% | -19.2% | -78.6% | -96.9% |
| All | -97.6% | -17.1% | -80.5% | -96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling