+237.3%
SCHD vs IBB
+125.2%
+112.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -3.1% | -5.2% | +2.1% | -0.8% |
| 30D | -0.8% | +1.5% | -2.3% | -1.6% |
| 3M | +6.2% | +22.1% | -15.9% | -3.1% |
| 6M | +11.8% | +17.7% | -5.9% | +3.3% |
| YTD | +26.0% | +20.2% | +5.8% | +15.1% |
| 1Y | +28.1% | +44.4% | -16.3% | +7.5% |
| 3Y | +54.6% | +61.1% | -6.5% | +22.0% |
| 5Y | +60.3% | +18.5% | +41.8% | +43.2% |
| All | +237.3% | +125.2% | +112.2% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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