+91.9%
IONQ vs SCHD
+63.3%
+28.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.9% |
| 7D | +16.7% | +0.8% | +15.9% | +15.1% |
| 30D | -12.3% | +8.4% | -20.7% | -25.4% |
| 3M | -17.7% | +5.6% | -23.4% | -26.8% |
| 6M | -28.9% | +15.1% | -44.1% | -47.4% |
| YTD | -22.0% | +33.8% | -55.9% | -57.9% |
| 1Y | -36.8% | +38.5% | -75.3% | -68.4% |
| 3Y | +228.2% | +72.7% | +155.5% | +3.3% |
| 5Y | +91.9% | +63.1% | +28.8% | -25.7% |
| All | +91.9% | +63.3% | +28.6% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling