+361.4%
IVV vs SHAK
+54.6%
+306.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.2% |
| 7D | +3.3% | +4.1% | -0.8% | +2.7% |
| 30D | -2.7% | +2.3% | -4.9% | -3.1% |
| 3M | -1.7% | -0.2% | -1.5% | -2.0% |
| 6M | +3.2% | +10.1% | -6.9% | +0.6% |
| YTD | +12.0% | -10.5% | +22.4% | +11.2% |
| 1Y | +12.1% | -22.4% | +34.5% | +13.7% |
| 3Y | +78.6% | +32.1% | +46.5% | +60.8% |
| 5Y | +73.8% | -14.0% | +87.8% | +61.8% |
| 10Y | +312.1% | +92.7% | +219.4% | +219.2% |
| All | +361.4% | +54.6% | +306.8% | +258.8% |
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