+179.3%
IJH vs SCHG
+459.0%
-279.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.1% |
| 7D | -1.9% | -1.0% | -0.8% | -1.0% |
| 30D | -4.6% | -1.3% | -3.4% | -3.7% |
| 3M | -1.2% | +5.4% | -6.6% | -5.4% |
| 6M | +9.4% | +14.4% | -5.0% | -2.0% |
| YTD | +13.3% | +8.0% | +5.3% | +6.2% |
| 1Y | +13.4% | +12.7% | +0.7% | +2.5% |
| 3Y | +50.4% | +85.6% | -35.2% | -10.5% |
| 5Y | +49.0% | +85.5% | -36.6% | -13.0% |
| All | +179.3% | +459.0% | -279.7% | -43.6% |
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