+66.9%
IYR vs SCHG
+459.0%
-392.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | -1.4% | -1.0% | -0.3% | -0.8% |
| 30D | -2.7% | -1.3% | -1.4% | -2.0% |
| 3M | -2.1% | +5.4% | -7.6% | -5.4% |
| 6M | +3.6% | +14.4% | -10.8% | -4.9% |
| YTD | +8.1% | +8.0% | +0.1% | +2.6% |
| 1Y | +4.7% | +12.7% | -8.0% | -3.5% |
| 3Y | +29.1% | +85.6% | -56.5% | -15.8% |
| 5Y | +6.9% | +85.5% | -78.6% | -31.9% |
| All | +66.9% | +459.0% | -392.1% | -50.3% |
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