+215.4%
IONQ vs SCHD
+105.1%
+110.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.5% |
| 7D | +15.3% | -0.5% | +15.8% | +16.5% |
| 30D | -6.1% | +8.3% | -14.4% | -18.6% |
| 3M | -21.6% | +5.9% | -27.5% | -29.8% |
| 6M | -40.1% | +15.3% | -55.4% | -54.4% |
| YTD | -24.1% | +34.5% | -58.6% | -56.6% |
| 1Y | -37.4% | +37.2% | -74.6% | -65.6% |
| 3Y | +219.5% | +73.6% | +145.9% | +16.8% |
| 5Y | +76.9% | +63.7% | +13.3% | -23.7% |
| All | +215.4% | +105.1% | +110.3% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling