+553.0%
SCHD vs IBN
+418.1%
+134.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -2.6% | -5.1% | +2.5% | -1.6% |
| 30D | -0.3% | -3.5% | +3.2% | +0.4% |
| 3M | +6.1% | +11.3% | -5.2% | +3.7% |
| 6M | +11.7% | +4.4% | +7.3% | +10.4% |
| YTD | +26.3% | -1.8% | +28.1% | +26.3% |
| 1Y | +28.8% | -8.0% | +36.7% | +30.4% |
| 3Y | +55.0% | +27.1% | +28.0% | +45.6% |
| 5Y | +60.0% | +54.5% | +5.5% | +43.1% |
| 10Y | +243.1% | +314.2% | -71.1% | +146.3% |
| All | +553.0% | +418.1% | +134.9% | +332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling