+419.4%
IWM vs SCHD
+566.1%
-146.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +1.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.4% |
| 30D | -1.3% | +3.4% | -4.7% | -5.0% |
| 3M | +1.6% | +7.6% | -6.0% | -6.8% |
| 6M | +13.6% | +12.2% | +1.4% | -0.7% |
| YTD | +20.8% | +29.0% | -8.2% | -10.1% |
| 1Y | +26.4% | +30.3% | -3.9% | -7.1% |
| 3Y | +60.7% | +56.1% | +4.5% | -3.3% |
| 5Y | +38.2% | +60.4% | -22.2% | -18.4% |
| 10Y | +169.5% | +241.3% | -71.8% | -32.4% |
| All | +419.4% | +566.1% | -146.6% | -49.2% |
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