+166.4%
IWM vs SCHD
+244.5%
-78.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | 0.0% |
| 7D | -2.4% | -2.0% | -0.5% | -0.2% |
| 30D | -4.6% | -0.4% | -4.2% | -4.2% |
| 3M | -0.3% | +5.7% | -6.0% | -6.6% |
| 6M | +14.7% | +11.9% | +2.8% | +0.8% |
| YTD | +17.8% | +26.4% | -8.6% | -9.9% |
| 1Y | +21.2% | +27.6% | -6.4% | -8.3% |
| 3Y | +62.3% | +54.9% | +7.4% | -0.6% |
| 5Y | +38.7% | +60.9% | -22.2% | -17.5% |
| All | +166.4% | +244.5% | -78.2% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling