+82.3%
IVV vs SHAK
-25.9%
+108.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.7% |
| 7D | -0.4% | -7.2% | +6.8% | +0.8% |
| 30D | -1.4% | -11.8% | +10.4% | +0.6% |
| 3M | +3.7% | +17.2% | -13.5% | +0.4% |
| 6M | +13.0% | -34.1% | +47.2% | +19.0% |
| YTD | +12.4% | -22.4% | +34.8% | +14.5% |
| 1Y | +18.6% | -35.9% | +54.5% | +24.6% |
| 3Y | +78.1% | -3.4% | +81.4% | +65.6% |
| 5Y | +82.3% | -25.4% | +107.7% | +68.3% |
| All | +82.3% | -25.9% | +108.1% | +68.3% |
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 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