+74.2%
IWD vs SHAK
-27.4%
+101.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -2.3% | -11.0% | +8.6% | -0.8% |
| 30D | -1.8% | -14.0% | +12.3% | +0.2% |
| 3M | +8.0% | +13.3% | -5.2% | +5.7% |
| 6M | +17.0% | -35.3% | +52.3% | +22.4% |
| YTD | +21.3% | -24.0% | +45.3% | +23.6% |
| 1Y | +27.9% | -36.7% | +64.7% | +33.6% |
| 3Y | +70.1% | -5.4% | +75.4% | +61.1% |
| 5Y | +74.2% | -24.9% | +99.1% | +62.2% |
| All | +74.2% | -27.4% | +101.6% | +62.2% |
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