+195.4%
IWM vs SHAK
+43.4%
+152.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.2% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -2.3% | -5.2% | +3.0% | -1.2% |
| 3M | +4.0% | +27.3% | -23.3% | -2.1% |
| 6M | +17.9% | -27.9% | +45.8% | +23.6% |
| YTD | +20.2% | -17.0% | +37.2% | +21.6% |
| 1Y | +25.0% | -30.9% | +55.9% | +31.3% |
| 3Y | +66.0% | +3.4% | +62.6% | +52.7% |
| 5Y | +40.0% | -20.5% | +60.5% | +30.4% |
| 10Y | +166.9% | +88.3% | +78.6% | +98.3% |
| All | +195.4% | +43.4% | +152.0% | +119.9% |
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 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