+317.1%
IVV vs SHAK
+87.2%
+229.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.3% | +0.3% |
| 7D | -0.8% | -8.3% | +7.5% | +0.7% |
| 30D | -1.1% | -12.6% | +11.6% | +1.2% |
| 3M | +3.9% | +9.1% | -5.2% | +1.7% |
| 6M | +13.6% | -31.2% | +44.9% | +18.9% |
| YTD | +12.7% | -21.6% | +34.3% | +14.7% |
| 1Y | +17.6% | -38.8% | +56.4% | +24.8% |
| 3Y | +77.3% | +0.6% | +76.7% | +64.6% |
| 5Y | +84.1% | -22.5% | +106.6% | +71.6% |
| All | +317.1% | +87.2% | +229.9% | +201.3% |
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