+144.6%
IEFA vs SHAK
+87.2%
+57.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.5% |
| 7D | -1.6% | -8.3% | +6.7% | -0.4% |
| 30D | -1.5% | -12.6% | +11.1% | +0.4% |
| 3M | +3.4% | +9.1% | -5.7% | +1.6% |
| 6M | +9.5% | -31.2% | +40.7% | +13.9% |
| YTD | +13.0% | -21.6% | +34.6% | +15.0% |
| 1Y | +18.0% | -38.8% | +56.8% | +24.2% |
| 3Y | +65.4% | +0.6% | +64.7% | +55.4% |
| 5Y | +51.6% | -22.5% | +74.1% | +42.8% |
| All | +144.6% | +87.2% | +57.4% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling