+73.6%
INDA vs SHAK
+43.4%
+30.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -1.3% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -2.5% | -5.2% | +2.7% | -1.9% |
| 3M | +4.0% | +27.3% | -23.3% | +0.5% |
| 6M | -1.8% | -27.9% | +26.1% | +1.0% |
| YTD | -9.2% | -17.0% | +7.8% | -8.5% |
| 1Y | -7.2% | -30.9% | +23.8% | -4.6% |
| 3Y | +9.8% | +3.4% | +6.5% | +3.6% |
| 5Y | +7.5% | -20.5% | +28.0% | +1.6% |
| 10Y | +80.8% | +88.3% | -7.5% | +42.4% |
| All | +73.6% | +43.4% | +30.2% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling