-16.0%
IONQ vs SCHG
+11.9%
-27.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.2% |
| 7D | -5.6% | -2.7% | -2.9% | +2.0% |
| 30D | -15.2% | -2.2% | -13.0% | -9.4% |
| 3M | -34.9% | +6.2% | -41.1% | -44.2% |
| 6M | +4.9% | +13.4% | -8.5% | -20.3% |
| YTD | -17.9% | +7.1% | -25.0% | -28.4% |
| 1Y | -16.0% | +12.5% | -28.5% | -30.9% |
| All | -16.0% | +11.9% | -27.9% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling