+713.5%
IVV vs SCHD
+594.9%
+118.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +0.8% |
| 7D | -0.9% | -0.5% | -0.4% | -0.4% |
| 30D | -2.3% | +8.3% | -10.6% | -9.6% |
| 3M | -1.2% | +5.9% | -7.1% | -6.7% |
| 6M | +3.3% | +15.3% | -12.0% | -10.4% |
| YTD | +12.3% | +34.5% | -22.2% | -16.4% |
| 1Y | +12.5% | +37.2% | -24.6% | -17.9% |
| 3Y | +79.2% | +73.6% | +5.5% | +2.4% |
| 5Y | +75.6% | +63.7% | +12.0% | +7.1% |
| 10Y | +313.4% | +258.1% | +55.3% | +10.5% |
| All | +713.5% | +594.9% | +118.5% | +1.6% |
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