+166.4%
IWM vs SHAK
+87.2%
+79.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | -0.4% |
| 7D | -2.4% | -8.3% | +5.9% | -0.4% |
| 30D | -4.6% | -12.6% | +8.1% | -1.5% |
| 3M | -0.3% | +9.1% | -9.4% | -3.3% |
| 6M | +14.7% | -31.2% | +46.0% | +22.4% |
| YTD | +17.8% | -21.6% | +39.4% | +20.9% |
| 1Y | +21.2% | -38.8% | +60.0% | +32.1% |
| 3Y | +62.3% | +0.6% | +61.7% | +47.0% |
| 5Y | +38.7% | -22.5% | +61.3% | +27.5% |
| All | +166.4% | +87.2% | +79.1% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling