+167.2%
IONQ vs SHAK
+32.2%
+135.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.1% | -6.3% | -8.1% |
| 7D | +16.8% | +4.1% | +12.7% | +15.3% |
| 30D | -11.1% | +2.3% | -13.4% | -11.8% |
| 3M | -31.7% | -0.2% | -31.5% | -32.0% |
| 6M | -44.8% | +10.1% | -54.8% | -48.5% |
| YTD | -31.2% | -10.5% | -20.8% | -31.0% |
| 1Y | -39.1% | -22.4% | -16.7% | -34.8% |
| All | +167.2% | +32.2% | +135.0% | +130.3% |
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