+447.8%
SCHG vs IONS
+87.6%
+360.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.4% | +1.3% |
| 7D | -1.0% | -6.7% | +5.6% | +0.1% |
| 30D | -1.3% | -4.1% | +2.8% | -0.7% |
| 3M | +5.4% | -26.6% | +32.0% | +9.8% |
| 6M | +14.4% | -27.5% | +41.9% | +19.3% |
| YTD | +8.0% | -31.5% | +39.5% | +13.6% |
| 1Y | +12.7% | -15.3% | +28.1% | +13.9% |
| 3Y | +85.6% | +31.3% | +54.3% | +66.1% |
| 5Y | +85.5% | +50.2% | +35.3% | +57.9% |
| All | +447.8% | +87.6% | +360.2% | +359.6% |
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