+145.8%
IVZ vs SHAK
+3.6%
+142.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | +4.0% | -6.6% | +10.6% | +5.6% |
| 3M | +18.2% | +30.1% | -11.9% | +9.9% |
| 6M | +32.8% | -28.7% | +61.6% | +41.4% |
| YTD | +28.7% | -14.5% | +43.2% | +29.7% |
| 1Y | +55.4% | -31.9% | +87.3% | +66.2% |
| All | +145.8% | +3.6% | +142.1% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling