+268.4%
IONQ vs SCHW
+57.2%
+211.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.9% |
| 7D | -5.6% | -2.8% | -2.8% | -3.8% |
| 30D | -15.2% | -0.1% | -15.1% | -15.3% |
| 3M | -34.9% | +20.6% | -55.5% | -43.9% |
| 6M | +4.9% | +15.9% | -11.1% | -7.6% |
| YTD | -17.9% | +8.5% | -26.4% | -23.6% |
| 1Y | -16.0% | +17.8% | -33.9% | -26.0% |
| 3Y | +90.5% | +88.5% | +2.0% | +24.1% |
| 5Y | +268.4% | +60.6% | +207.8% | +136.4% |
| All | +268.4% | +57.2% | +211.2% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling