+166.4%
IWM vs SCHG
+459.0%
-292.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.3% |
| 7D | -2.4% | -1.0% | -1.4% | -1.5% |
| 30D | -4.6% | -1.3% | -3.3% | -3.6% |
| 3M | -0.3% | +5.4% | -5.7% | -4.8% |
| 6M | +14.7% | +14.4% | +0.3% | +2.2% |
| YTD | +17.8% | +8.0% | +9.8% | +10.2% |
| 1Y | +21.2% | +12.7% | +8.5% | +9.3% |
| 3Y | +62.3% | +85.6% | -23.3% | -5.5% |
| 5Y | +38.7% | +85.5% | -46.8% | -20.3% |
| All | +166.4% | +459.0% | -292.7% | -50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling