+59.5%
SCHD vs IBN
+55.4%
+4.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -3.1% | -5.5% | +2.4% | -1.8% |
| 30D | -0.8% | -3.4% | +2.6% | 0.0% |
| 3M | +6.2% | +8.7% | -2.5% | +3.9% |
| 6M | +11.8% | +3.7% | +8.1% | +10.5% |
| YTD | +26.0% | -2.4% | +28.3% | +26.2% |
| 1Y | +28.1% | -8.1% | +36.2% | +30.2% |
| 3Y | +54.6% | +26.3% | +28.3% | +41.2% |
| All | +59.5% | +55.4% | +4.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling