+388.3%
IWM vs SCHD
+596.8%
-208.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.9% |
| 7D | +1.4% | +2.7% | -1.3% | -1.6% |
| 30D | +2.3% | +7.1% | -4.9% | -5.5% |
| 3M | -8.3% | +5.7% | -14.1% | -14.1% |
| 6M | -1.3% | +15.6% | -16.9% | -16.7% |
| YTD | +13.5% | +34.9% | -21.4% | -19.8% |
| 1Y | +18.4% | +37.4% | -19.0% | -18.1% |
| 3Y | +69.6% | +74.5% | -4.9% | -10.2% |
| 5Y | +23.3% | +63.7% | -40.4% | -29.0% |
| 10Y | +147.0% | +259.1% | -112.1% | -41.6% |
| All | +388.3% | +596.8% | -208.6% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling