+265.9%
IONQ vs SHAK
-18.4%
+284.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +0.8% | -0.7% | +1.5% | +1.2% |
| 30D | -1.0% | -6.6% | +5.6% | +2.7% |
| 3M | -39.8% | +30.1% | -69.9% | -49.5% |
| 6M | +6.4% | -28.7% | +35.2% | +20.7% |
| YTD | -11.9% | -14.5% | +2.6% | -10.4% |
| 1Y | -6.2% | -31.9% | +25.7% | +8.0% |
| 3Y | +125.7% | -1.0% | +126.7% | +86.8% |
| 5Y | +296.0% | -18.7% | +314.7% | +229.2% |
| All | +265.9% | -18.4% | +284.3% | +228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling