+522.1%
IWD vs SCHG
+1,127.0%
-604.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | -1.2% | -0.9% | -0.3% | -0.6% |
| 30D | -1.6% | -2.3% | +0.6% | 0.0% |
| 3M | +7.0% | +4.5% | +2.5% | +3.4% |
| 6M | +17.0% | +13.6% | +3.4% | +6.3% |
| YTD | +21.6% | +7.6% | +14.1% | +14.8% |
| 1Y | +28.0% | +13.0% | +15.0% | +16.2% |
| 3Y | +70.6% | +87.0% | -16.4% | +3.5% |
| 5Y | +73.3% | +82.9% | -9.5% | +3.8% |
| 10Y | +200.5% | +453.6% | -253.1% | -36.1% |
| All | +522.1% | +1,127.0% | -604.8% | -38.7% |
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