+278.7%
IONQ vs SCHD
+59.4%
+219.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.8% | -4.0% |
| 7D | +1.3% | -2.6% | +4.0% | +6.5% |
| 30D | -10.3% | -0.3% | -10.0% | -10.1% |
| 3M | -32.7% | +6.1% | -38.8% | -41.2% |
| 6M | +6.3% | +11.7% | -5.4% | -15.7% |
| YTD | -15.0% | +26.3% | -41.3% | -47.8% |
| 1Y | -13.3% | +28.8% | -42.1% | -49.1% |
| 3Y | +97.2% | +55.0% | +42.2% | -19.9% |
| 5Y | +278.7% | +60.0% | +218.7% | +60.5% |
| All | +278.7% | +59.4% | +219.4% | +60.5% |
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