+278.7%
IONQ vs SHAK
-25.9%
+304.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.5% | +0.8% | -1.7% |
| 7D | +1.3% | -7.2% | +8.5% | +6.1% |
| 30D | -10.3% | -11.8% | +1.5% | -3.1% |
| 3M | -32.7% | +17.2% | -49.9% | -41.3% |
| 6M | +6.3% | -34.1% | +40.5% | +28.0% |
| YTD | -15.0% | -22.4% | +7.4% | -8.7% |
| 1Y | -13.3% | -35.9% | +22.6% | +4.4% |
| 3Y | +97.2% | -3.4% | +100.6% | +49.6% |
| 5Y | +278.7% | -25.4% | +304.2% | +250.9% |
| All | +278.7% | -25.9% | +304.6% | +250.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling