+74.7%
IWD vs SCHG
+84.3%
-9.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -0.8% | -1.0% | +0.2% | -0.3% |
| 30D | -0.8% | -1.3% | +0.4% | -0.2% |
| 3M | +6.9% | +5.4% | +1.5% | +4.0% |
| 6M | +18.3% | +14.4% | +3.9% | +10.3% |
| YTD | +22.4% | +8.0% | +14.3% | +17.3% |
| 1Y | +27.4% | +12.7% | +14.7% | +19.4% |
| 3Y | +71.2% | +85.6% | -14.4% | +22.2% |
| All | +74.7% | +84.3% | -9.7% | +18.2% |
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