+37.3%
SHAK vs IAG
+687.0%
-649.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.7% | -6.7% |
| 7D | -7.2% | +1.7% | -8.9% | -7.4% |
| 30D | -11.8% | +11.4% | -23.3% | -12.8% |
| 3M | +17.2% | +33.0% | -15.9% | +13.7% |
| 6M | -34.1% | -6.0% | -28.1% | -34.3% |
| YTD | -22.4% | +24.6% | -46.9% | -24.8% |
| 1Y | -35.9% | +105.0% | -140.9% | -40.8% |
| 3Y | -3.4% | +837.9% | -841.3% | -23.1% |
| 5Y | -25.4% | +817.0% | -842.4% | -42.0% |
| 10Y | +83.4% | +425.3% | -341.9% | +43.2% |
| All | +37.3% | +687.0% | -649.7% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling