+30.5%
IVZ vs SHAK
+61.5%
-31.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | +2.2% | +8.2% | -6.1% | +0.1% |
| 30D | -2.2% | +13.5% | -15.6% | -5.6% |
| 3M | -8.4% | +6.2% | -14.7% | -10.4% |
| 6M | +6.2% | +8.2% | -2.0% | +2.1% |
| YTD | +12.4% | -6.5% | +18.9% | +10.1% |
| 1Y | +26.0% | -19.2% | +45.2% | +28.2% |
| 3Y | +147.9% | +37.9% | +109.9% | +106.2% |
| 5Y | +38.8% | -9.5% | +48.2% | +23.9% |
| 10Y | +44.6% | +106.2% | -61.6% | -3.5% |
| All | +30.5% | +61.5% | -31.0% | -11.8% |
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 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