+241.1%
IONQ vs SCHW
+117.4%
+123.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.9% |
| 7D | -5.6% | -2.8% | -2.8% | -3.9% |
| 30D | -15.2% | -0.1% | -15.1% | -15.3% |
| 3M | -34.9% | +20.6% | -55.5% | -43.1% |
| 6M | +4.9% | +15.9% | -11.1% | -6.5% |
| YTD | -17.9% | +8.5% | -26.4% | -23.1% |
| 1Y | -16.0% | +17.8% | -33.9% | -25.0% |
| 3Y | +90.5% | +88.5% | +2.0% | +30.4% |
| 5Y | +268.4% | +60.6% | +207.8% | +173.0% |
| All | +241.1% | +117.4% | +123.7% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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