+0.6%
SHAK vs IAG
+804.5%
-803.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.3% | +3.0% |
| 7D | -8.3% | -1.1% | -7.2% | -8.1% |
| 30D | -12.6% | +12.1% | -24.8% | -14.3% |
| 3M | +9.1% | +25.5% | -16.4% | +4.8% |
| 6M | -31.2% | -7.1% | -24.1% | -31.4% |
| YTD | -21.6% | +22.9% | -44.4% | -25.5% |
| 1Y | -38.8% | +83.3% | -122.1% | -45.8% |
| 3Y | +0.6% | +808.5% | -807.9% | -36.0% |
| All | +0.6% | +804.5% | -803.8% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling