+824.5%
IGV vs SCHD
+558.6%
+265.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.8% |
| 7D | -3.3% | -1.1% | -2.2% | -2.2% |
| 30D | 0.0% | +1.5% | -1.5% | -1.5% |
| 3M | +7.3% | +7.4% | -0.1% | +0.1% |
| 6M | +16.7% | +12.4% | +4.4% | +3.9% |
| YTD | -2.8% | +27.5% | -30.4% | -24.0% |
| 1Y | -6.7% | +30.0% | -36.7% | -28.5% |
| 3Y | +41.1% | +56.5% | -15.4% | -10.8% |
| 5Y | +22.0% | +60.7% | -38.7% | -23.8% |
| 10Y | +357.9% | +237.8% | +120.2% | +23.5% |
| All | +824.5% | +558.6% | +265.9% | +4.0% |
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