+17.0%
IEFA vs SHAK
-21.2%
+38.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.8% | -1.3% | +2.1% |
| 7D | +1.9% | +8.3% | -6.4% | +1.1% |
| 30D | +1.4% | +16.7% | -15.3% | -0.2% |
| 3M | -1.4% | +10.0% | -11.4% | -2.5% |
| 6M | +6.3% | -23.8% | +30.1% | +9.2% |
| YTD | +11.9% | -10.3% | +22.2% | +12.3% |
| 1Y | +17.0% | -22.9% | +39.9% | +22.0% |
| All | +17.0% | -21.2% | +38.2% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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