+135.2%
IBM vs SCHD
+558.6%
-423.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.1% |
| 7D | +0.3% | -1.1% | +1.4% | +1.4% |
| 30D | -1.5% | +1.5% | -3.0% | -2.9% |
| 3M | -16.8% | +7.4% | -24.2% | -21.9% |
| 6M | -9.0% | +12.4% | -21.4% | -18.4% |
| YTD | -20.1% | +27.5% | -47.6% | -36.7% |
| 1Y | -7.0% | +30.0% | -37.0% | -27.8% |
| 3Y | +72.4% | +56.5% | +15.9% | +10.7% |
| 5Y | +112.0% | +60.7% | +51.3% | +31.4% |
| 10Y | +131.6% | +237.8% | -106.2% | -32.3% |
| All | +135.2% | +558.6% | -423.4% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling