-22.9%
SHAK vs IFF
+44.8%
-67.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.9% | +8.7% | +5.8% |
| 7D | +8.3% | -3.3% | +11.6% | +9.7% |
| 30D | +16.7% | +5.3% | +11.4% | +13.6% |
| 3M | +10.0% | +8.9% | +1.1% | +5.8% |
| 6M | -23.8% | +26.3% | -50.1% | -27.9% |
| YTD | -10.3% | +32.2% | -42.5% | -18.1% |
| 1Y | -22.9% | +45.8% | -68.6% | -32.5% |
| All | -22.9% | +44.8% | -67.7% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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