+241.1%
IONQ vs SHAK
-27.4%
+268.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.3% |
| 7D | -5.6% | -11.0% | +5.4% | +0.6% |
| 30D | -15.2% | -14.0% | -1.2% | -7.8% |
| 3M | -34.9% | +13.3% | -48.2% | -41.1% |
| 6M | +4.9% | -35.3% | +40.2% | +25.3% |
| YTD | -17.9% | -24.0% | +6.1% | -10.9% |
| 1Y | -16.0% | -36.7% | +20.7% | +0.3% |
| 3Y | +90.5% | -5.4% | +95.9% | +60.9% |
| 5Y | +268.4% | -24.9% | +293.3% | +225.5% |
| All | +241.1% | -27.4% | +268.5% | +226.9% |
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