+417.1%
IWM vs SCHD
+558.6%
-141.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | +0.8% |
| 7D | +1.4% | -1.1% | +2.6% | +2.7% |
| 30D | -2.3% | +1.5% | -3.8% | -4.0% |
| 3M | +4.0% | +7.4% | -3.5% | -4.5% |
| 6M | +17.9% | +12.4% | +5.6% | +2.9% |
| YTD | +20.2% | +27.5% | -7.3% | -9.4% |
| 1Y | +25.0% | +30.0% | -5.0% | -7.9% |
| 3Y | +66.0% | +56.5% | +9.5% | -0.4% |
| 5Y | +40.0% | +60.7% | -20.6% | -17.4% |
| 10Y | +166.9% | +237.8% | -70.9% | -32.3% |
| All | +417.1% | +558.6% | -141.5% | -48.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling