-44.7%
IONQ vs SHAK
-21.2%
-23.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.3% | -2.2% |
| 7D | -8.9% | +8.3% | -17.2% | -10.4% |
| 30D | -31.3% | +16.7% | -48.0% | -33.5% |
| 3M | -29.2% | +10.0% | -39.2% | -30.8% |
| 6M | -35.4% | -23.8% | -11.6% | -28.4% |
| YTD | -34.2% | -10.3% | -23.9% | -25.7% |
| 1Y | -44.7% | -22.9% | -21.8% | -39.6% |
| All | -44.7% | -21.2% | -23.4% | -39.6% |
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