+38.0%
IGV vs SCHD
+54.0%
-16.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -5.4% | -3.1% | -2.3% | -3.3% |
| 30D | -2.6% | -0.8% | -1.8% | -2.1% |
| 3M | +10.5% | +6.2% | +4.3% | +6.1% |
| 6M | +18.2% | +11.8% | +6.4% | +9.0% |
| YTD | -4.2% | +26.0% | -30.2% | -19.8% |
| 1Y | -9.8% | +28.1% | -38.0% | -25.7% |
| All | +38.0% | +54.0% | -16.0% | -3.7% |
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