+553.0%
SCHD vs IAG
+17.5%
+535.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.1% | -1.0% |
| 7D | -2.6% | +1.7% | -4.3% | -2.7% |
| 30D | -0.3% | +11.4% | -11.7% | -0.7% |
| 3M | +6.1% | +33.0% | -26.9% | +4.9% |
| 6M | +11.7% | -6.0% | +17.7% | +11.6% |
| YTD | +26.3% | +24.6% | +1.8% | +24.8% |
| 1Y | +28.8% | +105.0% | -76.2% | +24.8% |
| 3Y | +55.0% | +837.9% | -782.9% | +41.1% |
| 5Y | +60.0% | +817.0% | -756.9% | +43.7% |
| 10Y | +243.1% | +425.3% | -182.2% | +207.0% |
| All | +553.0% | +17.5% | +535.5% | +566.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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