+76.3%
IWF vs SHAK
-2.6%
+79.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.3% |
| 7D | -0.9% | -8.3% | +7.4% | +0.3% |
| 30D | -1.7% | -12.6% | +10.9% | +0.2% |
| 3M | +0.7% | +9.1% | -8.5% | -1.2% |
| 6M | +8.6% | -31.2% | +39.8% | +13.2% |
| YTD | +3.5% | -21.6% | +25.1% | +5.0% |
| 1Y | +7.0% | -38.8% | +45.8% | +13.4% |
| 3Y | +76.3% | +0.6% | +75.7% | +71.7% |
| All | +76.3% | -2.6% | +79.0% | +71.7% |
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