+76.7%
IYR vs SHAK
+34.1%
+42.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.2% |
| 7D | -0.9% | -7.2% | +6.3% | +0.1% |
| 30D | -2.4% | -11.8% | +9.5% | -0.6% |
| 3M | -2.0% | +17.2% | -19.2% | -4.7% |
| 6M | +2.5% | -34.1% | +36.6% | +7.1% |
| YTD | +8.3% | -22.4% | +30.7% | +10.1% |
| 1Y | +6.5% | -35.9% | +42.4% | +11.1% |
| 3Y | +29.3% | -3.4% | +32.7% | +22.3% |
| 5Y | +5.7% | -25.4% | +31.1% | +0.1% |
| 10Y | +69.2% | +83.4% | -14.2% | +35.7% |
| All | +76.7% | +34.1% | +42.6% | +40.8% |
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