+0.6%
SHAK vs IFF
+29.0%
-28.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | -8.3% | -3.2% | -5.1% | -6.9% |
| 30D | -12.6% | -0.3% | -12.4% | -12.5% |
| 3M | +9.1% | +8.4% | +0.7% | +5.3% |
| 6M | -31.2% | +23.0% | -54.3% | -36.4% |
| YTD | -21.6% | +25.5% | -47.0% | -29.1% |
| 1Y | -38.8% | +29.1% | -67.8% | -45.6% |
| 3Y | +0.6% | +31.7% | -31.0% | -18.7% |
| All | +0.6% | +29.0% | -28.4% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling