+63.4%
IVZ vs SHAK
+77.6%
-14.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | +1.2% |
| 7D | +1.2% | -7.2% | +8.4% | +3.5% |
| 30D | +1.8% | -11.8% | +13.6% | +5.6% |
| 3M | +15.7% | +17.2% | -1.4% | +9.0% |
| 6M | +36.3% | -34.1% | +70.5% | +49.8% |
| YTD | +24.9% | -22.4% | +47.3% | +29.5% |
| 1Y | +48.9% | -35.9% | +84.9% | +63.2% |
| 3Y | +136.8% | -3.4% | +140.2% | +113.0% |
| 5Y | +60.0% | -25.4% | +85.4% | +46.7% |
| 10Y | +63.4% | +83.4% | -20.1% | -3.3% |
| All | +63.4% | +77.6% | -14.3% | -3.3% |
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