+26.0%
IVZ vs SHAK
-18.1%
+44.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +2.2% | +8.2% | -6.1% | +1.0% |
| 30D | -2.2% | +13.5% | -15.6% | -4.0% |
| 3M | -8.4% | +6.2% | -14.7% | -9.5% |
| 6M | +6.2% | +8.2% | -2.0% | +4.5% |
| YTD | +12.4% | -6.5% | +18.9% | +13.6% |
| 1Y | +26.0% | -19.2% | +45.2% | +34.3% |
| All | +26.0% | -18.1% | +44.1% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling