+63.6%
SCHD vs IONS
-11.8%
+75.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | 0.0% |
| 7D | +2.7% | -26.3% | +29.0% | +5.0% |
| 30D | +7.1% | -31.9% | +39.1% | +10.2% |
| 3M | +5.7% | -48.0% | +53.7% | +11.3% |
| 6M | +15.6% | -62.6% | +78.1% | +24.7% |
| YTD | +34.9% | -63.3% | +98.2% | +45.6% |
| 1Y | +37.4% | -58.4% | +95.7% | +46.4% |
| 3Y | +74.5% | -38.2% | +112.8% | +74.4% |
| All | +63.6% | -11.8% | +75.4% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling