+35.7%
IONS vs SHAK
-3.6%
+39.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.6% |
| 7D | -8.7% | -7.2% | -1.5% | -8.0% |
| 30D | -1.6% | -11.8% | +10.2% | -0.5% |
| 3M | -24.9% | +17.2% | -42.0% | -26.5% |
| 6M | -25.7% | -34.1% | +8.5% | -22.8% |
| YTD | -29.2% | -22.4% | -6.8% | -28.2% |
| 1Y | -13.0% | -35.9% | +22.9% | -9.9% |
| All | +35.7% | -3.6% | +39.3% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling