+28.6%
IVZ vs SHAK
-14.2%
+42.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.8% |
| 7D | -2.4% | +2.0% | -4.5% | -3.0% |
| 30D | -11.2% | +12.0% | -23.2% | -14.2% |
| 3M | -14.0% | +2.3% | -16.3% | -15.0% |
| 6M | +0.5% | -25.5% | +26.0% | +6.2% |
| YTD | +5.4% | -11.4% | +16.9% | +4.6% |
| 1Y | +19.5% | -21.8% | +41.2% | +23.0% |
| 3Y | +128.7% | +25.8% | +102.9% | +86.5% |
| All | +28.6% | -14.2% | +42.8% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling