+167.4%
IONQ vs SCHW
+89.0%
+78.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -7.5% |
| 7D | -11.5% | +2.0% | -13.4% | -12.5% |
| 30D | -8.1% | -3.6% | -4.5% | -6.2% |
| 3M | -35.8% | -15.0% | -20.8% | -29.4% |
| 6M | -47.7% | +2.6% | -50.4% | -50.1% |
| YTD | -35.6% | -5.7% | -30.0% | -34.5% |
| 1Y | -36.4% | -0.9% | -35.5% | -37.1% |
| 3Y | +150.0% | +79.4% | +70.7% | +77.3% |
| 5Y | +43.3% | +21.2% | +22.1% | +19.3% |
| All | +167.4% | +89.0% | +78.4% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling