+471.5%
IWF vs SHAK
+31.3%
+440.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.6% |
| 7D | -1.7% | -11.0% | +9.3% | +0.2% |
| 30D | -1.8% | -14.0% | +12.2% | +0.6% |
| 3M | +1.5% | +13.3% | -11.8% | -1.3% |
| 6M | +7.7% | -35.3% | +43.0% | +13.8% |
| YTD | +2.7% | -24.0% | +26.7% | +5.1% |
| 1Y | +6.8% | -36.7% | +43.5% | +12.4% |
| 3Y | +76.9% | -5.4% | +82.2% | +67.6% |
| 5Y | +73.4% | -24.9% | +98.3% | +64.4% |
| 10Y | +416.4% | +79.6% | +336.8% | +307.4% |
| All | +471.5% | +31.3% | +440.2% | +355.4% |
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