+227.1%
IWD vs SHAK
+43.4%
+183.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.4% |
| 7D | -0.2% | -0.3% | +0.2% | -0.1% |
| 30D | -0.8% | -5.2% | +4.5% | -0.1% |
| 3M | +8.0% | +27.3% | -19.2% | +3.8% |
| 6M | +18.2% | -27.9% | +46.1% | +22.0% |
| YTD | +22.3% | -17.0% | +39.3% | +23.3% |
| 1Y | +28.9% | -30.9% | +59.8% | +33.2% |
| 3Y | +71.5% | +3.4% | +68.2% | +61.1% |
| 5Y | +73.6% | -20.5% | +94.1% | +63.4% |
| 10Y | +194.7% | +88.3% | +106.4% | +130.1% |
| All | +227.1% | +43.4% | +183.7% | +157.6% |
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