+69.7%
IWD vs SHAK
-5.6%
+75.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -2.3% | -11.0% | +8.6% | -1.0% |
| 30D | -1.8% | -14.0% | +12.3% | -0.1% |
| 3M | +8.0% | +13.3% | -5.2% | +6.0% |
| 6M | +17.0% | -35.3% | +52.3% | +21.8% |
| YTD | +21.3% | -24.0% | +45.3% | +23.3% |
| 1Y | +27.9% | -36.7% | +64.7% | +33.0% |
| All | +69.7% | -5.6% | +75.3% | +61.0% |
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