+240.3%
IONQ vs SCHG
+123.5%
+116.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -2.1% |
| 7D | -7.0% | -1.0% | -6.0% | -4.9% |
| 30D | -18.7% | -1.3% | -17.4% | -16.1% |
| 3M | -36.6% | +5.4% | -42.1% | -42.6% |
| 6M | +7.2% | +14.4% | -7.2% | -15.6% |
| YTD | -18.1% | +8.0% | -26.1% | -26.9% |
| 1Y | -21.9% | +12.7% | -34.6% | -35.1% |
| 3Y | +86.7% | +85.6% | +1.1% | -36.6% |
| 5Y | +267.5% | +85.5% | +182.0% | +51.7% |
| All | +240.3% | +123.5% | +116.8% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling