-2.5%
IBM vs SCHD
+30.7%
-33.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.8% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | +0.3% | +3.4% | -3.2% | -2.6% |
| 3M | -21.6% | +7.6% | -29.2% | -25.7% |
| 6M | -4.7% | +12.2% | -16.9% | -11.4% |
| YTD | -19.1% | +29.0% | -48.0% | -30.0% |
| 1Y | -2.5% | +30.3% | -32.8% | -16.8% |
| All | -2.5% | +30.7% | -33.2% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 1y: compounded portfolio wealth divided by compounded SCHD 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…
1y analysis · Full analysis span regression · 6 months rolling