-38.8%
IONS vs SHAK
+97.6%
-136.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.2% | +3.2% | +5.8% |
| 7D | -26.3% | +4.3% | -30.6% | -27.2% |
| 30D | -31.9% | +9.0% | -41.0% | -33.4% |
| 3M | -48.0% | +1.8% | -49.8% | -48.6% |
| 6M | -62.6% | +17.3% | -79.9% | -64.4% |
| YTD | -63.3% | -7.6% | -55.6% | -64.0% |
| 1Y | -58.4% | -16.9% | -41.5% | -58.4% |
| 3Y | -38.2% | +35.1% | -73.3% | -48.0% |
| 5Y | -11.1% | -11.3% | +0.2% | -21.0% |
| All | -38.8% | +97.6% | -136.4% | -60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling