+275.3%
IYR vs SCHG
+1,121.7%
-846.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -2.8% | -2.7% | -0.1% | -1.0% |
| 30D | -2.5% | -2.2% | -0.3% | -1.1% |
| 3M | -3.0% | +6.2% | -9.1% | -7.1% |
| 6M | +1.6% | +13.4% | -11.7% | -7.3% |
| YTD | +7.3% | +7.1% | +0.2% | +1.5% |
| 1Y | +5.6% | +12.5% | -6.9% | -3.8% |
| 3Y | +28.1% | +86.2% | -58.1% | -21.2% |
| 5Y | +6.1% | +83.9% | -77.8% | -35.9% |
| 10Y | +67.7% | +451.3% | -383.6% | -60.9% |
| All | +275.3% | +1,121.7% | -846.4% | -61.9% |
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