+77.4%
IBM vs SCHD
+54.5%
+22.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +4.1% |
| 7D | +3.6% | -2.6% | +6.2% | +5.7% |
| 30D | +1.5% | -0.3% | +1.8% | +1.7% |
| 3M | -12.9% | +6.1% | -19.0% | -16.5% |
| 6M | -3.9% | +11.7% | -15.6% | -11.3% |
| YTD | -17.3% | +26.3% | -43.7% | -30.6% |
| 1Y | -5.0% | +28.8% | -33.7% | -21.5% |
| All | +77.4% | +54.5% | +22.9% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling