+808.6%
IVV vs SCHG
+1,135.4%
-326.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | 0.0% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -1.0% | -1.5% | +0.5% | +0.2% |
| 3M | +3.9% | +4.4% | -0.5% | +0.1% |
| 6M | +14.5% | +15.7% | -1.2% | +1.1% |
| YTD | +12.9% | +8.3% | +4.6% | +5.3% |
| 1Y | +19.4% | +14.2% | +5.1% | +6.3% |
| 3Y | +78.8% | +88.3% | -9.5% | +2.9% |
| 5Y | +82.2% | +83.5% | -1.3% | +5.1% |
| 10Y | +313.7% | +444.2% | -130.5% | -14.2% |
| All | +808.6% | +1,135.4% | -326.8% | -12.4% |
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