+304.7%
IONQ vs SCHD
+61.0%
+243.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +4.5% |
| 7D | +7.1% | -1.1% | +8.3% | +9.3% |
| 30D | -8.9% | +1.5% | -10.4% | -11.9% |
| 3M | -35.6% | +7.4% | -43.0% | -45.1% |
| 6M | +13.3% | +12.4% | +0.9% | -11.2% |
| YTD | -9.8% | +27.5% | -37.3% | -45.6% |
| 1Y | -1.3% | +30.0% | -31.3% | -43.1% |
| 3Y | +109.3% | +56.5% | +52.8% | -16.5% |
| 5Y | +304.7% | +60.7% | +244.0% | +69.4% |
| All | +304.7% | +61.0% | +243.7% | +69.4% |
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