+143.8%
IBM vs SCHD
+244.5%
-100.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.6% |
| 7D | +3.6% | -2.0% | +5.5% | +5.5% |
| 30D | +3.1% | -0.4% | +3.5% | +3.5% |
| 3M | -10.8% | +5.7% | -16.6% | -15.1% |
| 6M | -0.8% | +11.9% | -12.7% | -10.6% |
| YTD | -16.2% | +26.4% | -42.6% | -32.9% |
| 1Y | -2.9% | +27.6% | -30.5% | -23.0% |
| 3Y | +79.8% | +54.9% | +24.9% | +16.9% |
| 5Y | +124.9% | +60.9% | +64.0% | +39.3% |
| All | +143.8% | +244.5% | -100.7% | -30.1% |
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