+475.0%
IWM vs SCHG
+1,135.4%
-660.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.3% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -2.3% | -1.5% | -0.8% | -1.0% |
| 3M | +4.0% | +4.4% | -0.4% | -0.4% |
| 6M | +17.9% | +15.7% | +2.2% | +2.6% |
| YTD | +20.2% | +8.3% | +11.9% | +11.2% |
| 1Y | +25.0% | +14.2% | +10.7% | +9.9% |
| 3Y | +66.0% | +88.3% | -22.3% | -11.0% |
| 5Y | +40.0% | +83.5% | -43.4% | -24.5% |
| 10Y | +166.9% | +444.2% | -277.3% | -57.7% |
| All | +475.0% | +1,135.4% | -660.4% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling