+83.7%
IVV vs SCHG
+81.9%
+1.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | -0.4% | -0.9% | +0.5% | +0.3% |
| 30D | -1.4% | -2.3% | +0.9% | +0.3% |
| 3M | +3.7% | +4.5% | -0.8% | +0.4% |
| 6M | +13.0% | +13.6% | -0.5% | +2.9% |
| YTD | +12.4% | +7.6% | +4.9% | +6.4% |
| 1Y | +18.6% | +13.0% | +5.6% | +8.2% |
| 3Y | +78.1% | +87.0% | -8.9% | +12.1% |
| All | +83.7% | +81.9% | +1.7% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling