+539.7%
IJR vs SCHG
+1,132.2%
-592.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.2% |
| 7D | -2.2% | -1.0% | -1.1% | -1.3% |
| 30D | -4.6% | -1.3% | -3.3% | -3.6% |
| 3M | +0.2% | +5.4% | -5.2% | -4.5% |
| 6M | +14.7% | +14.4% | +0.3% | +1.5% |
| YTD | +18.9% | +8.0% | +10.8% | +10.5% |
| 1Y | +19.9% | +12.7% | +7.2% | +7.2% |
| 3Y | +53.0% | +85.6% | -32.6% | -14.0% |
| 5Y | +40.9% | +85.5% | -44.7% | -22.9% |
| 10Y | +171.1% | +456.0% | -284.9% | -55.0% |
| All | +539.7% | +1,132.2% | -592.5% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling