-58.4%
IONS vs SHAK
-20.2%
-38.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.2% | +3.2% | +6.4% |
| 7D | -26.3% | +4.3% | -30.6% | -26.3% |
| 30D | -31.9% | +9.0% | -41.0% | -32.1% |
| 3M | -48.0% | +1.8% | -49.8% | -48.2% |
| 6M | -62.6% | +17.3% | -79.9% | -62.5% |
| YTD | -63.3% | -7.6% | -55.6% | -63.4% |
| 1Y | -58.4% | -16.9% | -41.5% | -57.7% |
| All | -58.4% | -20.2% | -38.2% | -57.7% |
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