+566.6%
SCHD vs IBB
+588.8%
-22.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -0.3% | +1.4% | -1.7% | -0.8% |
| 30D | +3.4% | +10.5% | -7.0% | -0.6% |
| 3M | +7.6% | +23.6% | -16.0% | -1.1% |
| 6M | +12.2% | +22.6% | -10.5% | +3.1% |
| YTD | +29.0% | +25.7% | +3.3% | +17.2% |
| 1Y | +30.3% | +51.4% | -21.1% | +9.9% |
| 3Y | +56.1% | +64.4% | -8.2% | +26.5% |
| 5Y | +60.4% | +22.1% | +38.3% | +43.4% |
| 10Y | +241.3% | +132.5% | +108.8% | +136.7% |
| All | +566.6% | +588.8% | -22.2% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling