+144.6%
IEFA vs SCHG
+459.0%
-314.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.5% |
| 7D | -1.6% | -1.0% | -0.5% | -0.9% |
| 30D | -1.5% | -1.3% | -0.2% | -0.7% |
| 3M | +3.4% | +5.4% | -2.0% | 0.0% |
| 6M | +9.5% | +14.4% | -4.9% | +0.8% |
| YTD | +13.0% | +8.0% | +5.0% | +7.7% |
| 1Y | +18.0% | +12.7% | +5.3% | +9.4% |
| 3Y | +65.4% | +85.6% | -20.2% | +10.4% |
| 5Y | +51.6% | +85.5% | -34.0% | -0.7% |
| All | +144.6% | +459.0% | -314.4% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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