+268.4%
IONQ vs SCHG
+81.2%
+187.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.4% |
| 7D | -5.6% | -2.7% | -2.9% | +0.5% |
| 30D | -15.2% | -2.2% | -13.0% | -10.4% |
| 3M | -34.9% | +6.2% | -41.1% | -42.3% |
| 6M | +4.9% | +13.4% | -8.5% | -16.8% |
| YTD | -17.9% | +7.1% | -25.0% | -25.9% |
| 1Y | -16.0% | +12.5% | -28.5% | -30.7% |
| 3Y | +90.5% | +86.2% | +4.3% | -41.0% |
| 5Y | +268.4% | +83.9% | +184.5% | +69.9% |
| All | +268.4% | +81.2% | +187.2% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling