+73.2%
IWD vs SHAK
-12.1%
+85.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | -0.2% |
| 7D | +2.3% | +4.3% | -2.0% | +1.6% |
| 30D | +3.6% | +9.0% | -5.4% | +2.2% |
| 3M | +2.2% | +1.8% | +0.3% | +1.6% |
| 6M | +13.0% | +17.3% | -4.4% | +9.5% |
| YTD | +26.5% | -7.6% | +34.1% | +25.2% |
| 1Y | +30.1% | -16.9% | +47.1% | +30.7% |
| 3Y | +84.9% | +35.1% | +49.8% | +64.7% |
| All | +73.2% | -12.1% | +85.3% | +57.8% |
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