+238.6%
SCHD vs IONS
+87.6%
+151.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.7% |
| 7D | -2.0% | -6.7% | +4.7% | -1.2% |
| 30D | -0.4% | -4.1% | +3.7% | 0.0% |
| 3M | +5.7% | -26.6% | +32.3% | +8.8% |
| 6M | +11.9% | -27.5% | +39.4% | +15.2% |
| YTD | +26.4% | -31.5% | +57.9% | +31.0% |
| 1Y | +27.6% | -15.3% | +43.0% | +28.7% |
| 3Y | +54.9% | +31.3% | +23.7% | +44.1% |
| 5Y | +60.9% | +50.2% | +10.7% | +44.1% |
| All | +238.6% | +87.6% | +151.0% | +198.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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