+84.0%
SCHG vs IONS
+35.4%
+48.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.4% |
| 7D | -2.7% | -4.3% | +1.5% | -2.4% |
| 30D | -2.2% | +0.4% | -2.6% | -2.3% |
| 3M | +6.2% | -24.1% | +30.3% | +7.9% |
| 6M | +13.4% | -26.4% | +39.8% | +15.5% |
| YTD | +7.1% | -29.7% | +36.8% | +9.5% |
| 1Y | +12.5% | -13.0% | +25.6% | +12.6% |
| All | +84.0% | +35.4% | +48.7% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling