-11.4%
IONS vs SHAK
-12.1%
+0.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.2% | +3.2% | +5.8% |
| 7D | -26.3% | +4.3% | -30.6% | -27.1% |
| 30D | -31.9% | +9.0% | -41.0% | -33.4% |
| 3M | -48.0% | +1.8% | -49.8% | -48.5% |
| 6M | -62.6% | +17.3% | -79.9% | -64.3% |
| YTD | -63.3% | -7.6% | -55.6% | -64.0% |
| 1Y | -58.4% | -16.9% | -41.5% | -58.3% |
| 3Y | -38.2% | +35.1% | -73.3% | -50.9% |
| All | -11.4% | -12.1% | +0.7% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling