+38.0%
SCHD vs IDXX
-7.4%
+45.4%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.7% |
| 7D | -0.5% | +16.4% | -17.0% | -2.0% |
| 30D | +7.8% | +30.1% | -22.3% | +4.4% |
| 3M | +6.1% | +14.7% | -8.6% | +4.6% |
| 6M | +13.6% | +19.1% | -5.6% | +11.2% |
| YTD | +32.3% | -0.9% | +33.2% | +31.9% |
| 1Y | +38.0% | -6.9% | +44.9% | +38.5% |
| All | +38.0% | -7.4% | +45.4% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling