+45.7%
IONQ vs SCHG
+69.4%
-23.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -4.6% |
| 7D | -11.5% | +2.7% | -14.2% | -16.6% |
| 30D | -8.1% | -5.2% | -2.9% | +4.8% |
| 3M | -35.8% | -5.2% | -30.6% | -26.2% |
| 6M | -47.7% | -0.6% | -47.2% | -44.6% |
| YTD | -35.6% | +4.7% | -40.4% | -37.8% |
| 1Y | -36.4% | +6.0% | -42.4% | -39.4% |
| 3Y | +150.0% | +78.9% | +71.1% | -12.8% |
| All | +45.7% | +69.4% | -23.7% | -17.2% |
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