+55.2%
IONS vs SHAK
-25.9%
+81.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | 0.0% |
| 7D | -8.7% | -7.2% | -1.5% | -7.4% |
| 30D | -1.6% | -11.8% | +10.2% | +0.6% |
| 3M | -24.9% | +17.2% | -42.0% | -27.9% |
| 6M | -25.7% | -34.1% | +8.5% | -21.1% |
| YTD | -29.2% | -22.4% | -6.8% | -27.8% |
| 1Y | -13.0% | -35.9% | +22.9% | -8.0% |
| 3Y | +35.9% | -3.4% | +39.3% | +20.4% |
| All | +55.2% | -25.9% | +81.1% | +34.9% |
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 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