-82.0%
IRE vs SHAK
-26.4%
-55.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -2.9% | +13.1% | +11.6% |
| 7D | +58.9% | -0.3% | +59.2% | +59.0% |
| 30D | +17.2% | -5.2% | +22.4% | +20.4% |
| 3M | -58.6% | +27.3% | -85.9% | -64.8% |
| 6M | -23.5% | -27.9% | +4.4% | -8.4% |
| YTD | -47.4% | -17.0% | -30.5% | -40.4% |
| All | -82.0% | -26.4% | -55.6% | -73.3% |
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 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