+451.2%
IRM vs SHAK
+43.4%
+407.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | +1.6% | -0.3% | +2.0% | +1.7% |
| 30D | -4.2% | -5.2% | +1.1% | -3.3% |
| 3M | -5.4% | +27.3% | -32.6% | -9.7% |
| 6M | +12.0% | -27.9% | +39.9% | +16.6% |
| YTD | +42.0% | -17.0% | +59.0% | +43.5% |
| 1Y | +29.9% | -30.9% | +60.8% | +35.2% |
| 3Y | +104.4% | +3.4% | +101.0% | +92.5% |
| 5Y | +191.0% | -20.5% | +211.5% | +175.4% |
| 10Y | +417.1% | +88.3% | +328.8% | +315.6% |
| All | +451.2% | +43.4% | +407.8% | +334.6% |
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