+147.3%
IBM vs SCHD
+258.1%
-110.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.5% |
| 7D | +1.6% | +2.7% | -1.1% | -1.0% |
| 30D | +9.2% | +7.1% | +2.0% | +2.2% |
| 3M | +4.9% | +5.7% | -0.8% | -0.5% |
| 6M | +16.8% | +15.6% | +1.2% | +2.2% |
| YTD | -14.3% | +34.9% | -49.2% | -35.5% |
| 1Y | -16.7% | +37.4% | -54.1% | -38.4% |
| 3Y | +82.2% | +74.5% | +7.7% | +5.7% |
| 5Y | +149.9% | +63.7% | +86.3% | +53.0% |
| All | +147.3% | +258.1% | -110.8% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling