-31.9%
SHAK vs IAG
+119.5%
-151.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -6.6% | +28.9% | -35.5% | -10.1% |
| 3M | +30.1% | +19.1% | +10.9% | +25.9% |
| 6M | -28.7% | -10.3% | -18.5% | -29.2% |
| YTD | -14.5% | +24.2% | -38.7% | -17.5% |
| 1Y | -31.9% | +116.5% | -148.4% | -38.9% |
| All | -31.9% | +119.5% | -151.4% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling