+109.3%
IONQ vs SHAK
+1.3%
+108.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +3.7% |
| 7D | +7.1% | -0.3% | +7.4% | +7.2% |
| 30D | -8.9% | -5.2% | -3.7% | -6.7% |
| 3M | -35.6% | +27.3% | -62.8% | -43.7% |
| 6M | +13.3% | -27.9% | +41.1% | +26.5% |
| YTD | -9.8% | -17.0% | +7.2% | -6.2% |
| 1Y | -1.3% | -30.9% | +29.6% | +11.8% |
| 3Y | +109.3% | +3.4% | +105.9% | +92.0% |
| All | +109.3% | +1.3% | +108.0% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling