+368.0%
IVV vs SHAK
+47.7%
+320.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +0.1% | -6.6% | +6.7% | +1.1% |
| 3M | +2.0% | +30.1% | -28.1% | -2.6% |
| 6M | +13.0% | -28.7% | +41.8% | +17.1% |
| YTD | +13.6% | -14.5% | +28.1% | +14.0% |
| 1Y | +20.1% | -31.9% | +52.0% | +24.5% |
| 3Y | +77.6% | -1.0% | +78.6% | +67.8% |
| 5Y | +82.5% | -18.7% | +101.2% | +71.1% |
| 10Y | +316.5% | +98.1% | +218.4% | +224.1% |
| All | +368.0% | +47.7% | +320.3% | +267.7% |
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