+73.1%
IVV vs SHAK
-12.1%
+85.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.9% |
| 7D | +2.6% | +4.3% | -1.7% | +1.8% |
| 30D | -2.0% | +9.0% | -11.0% | -3.5% |
| 3M | -2.8% | +1.8% | -4.6% | -3.4% |
| 6M | +2.2% | +17.3% | -15.2% | -1.6% |
| YTD | +11.5% | -7.6% | +19.2% | +10.0% |
| 1Y | +13.5% | -16.9% | +30.4% | +14.0% |
| 3Y | +78.1% | +35.1% | +43.0% | +53.9% |
| All | +73.1% | -12.1% | +85.1% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling