-15.2%
IONS vs SHAK
+47.7%
-62.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -4.8% | -0.7% | -4.1% | -4.7% |
| 30D | +7.2% | -6.6% | +13.8% | +8.6% |
| 3M | -22.7% | +30.1% | -52.7% | -27.6% |
| 6M | -26.9% | -28.7% | +1.9% | -23.5% |
| YTD | -26.6% | -14.5% | -12.1% | -26.5% |
| 1Y | -2.1% | -31.9% | +29.8% | +2.4% |
| 3Y | +43.4% | -1.0% | +44.4% | +30.2% |
| 5Y | +47.0% | -18.7% | +65.7% | +33.3% |
| 10Y | +97.2% | +98.1% | -0.9% | +27.6% |
| All | -15.2% | +47.7% | -62.9% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling