-44.9%
IONS vs SHAK
-21.2%
-23.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -0.8% |
| 7D | -10.6% | +8.3% | -18.9% | -10.9% |
| 30D | -7.7% | +16.7% | -24.4% | -8.4% |
| 3M | -27.1% | +10.0% | -37.1% | -27.6% |
| 6M | -46.8% | -23.8% | -23.0% | -45.1% |
| YTD | -49.2% | -10.3% | -39.0% | -49.3% |
| 1Y | -44.9% | -22.9% | -22.0% | -43.3% |
| All | -44.9% | -21.2% | -23.7% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling