+109.3%
IONQ vs SCHD
+57.0%
+52.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +4.3% |
| 7D | +7.1% | -1.1% | +8.3% | +9.1% |
| 30D | -8.9% | +1.5% | -10.4% | -11.6% |
| 3M | -35.6% | +7.4% | -43.0% | -44.3% |
| 6M | +13.3% | +12.4% | +0.9% | -9.5% |
| YTD | -9.8% | +27.5% | -37.3% | -43.9% |
| 1Y | -1.3% | +30.0% | -31.3% | -41.3% |
| 3Y | +109.3% | +56.5% | +52.8% | -12.6% |
| All | +109.3% | +57.0% | +52.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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