+553.6%
SCHD vs IDXX
+1,315.7%
-762.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -2.0% | -5.7% | +3.8% | -0.6% |
| 30D | -0.4% | -11.5% | +11.1% | +2.4% |
| 3M | +5.7% | -9.5% | +15.3% | +8.0% |
| 6M | +11.9% | -16.0% | +27.8% | +15.9% |
| YTD | +26.4% | -25.4% | +51.8% | +34.3% |
| 1Y | +27.6% | -21.8% | +49.4% | +33.4% |
| 3Y | +54.9% | +7.0% | +47.9% | +45.5% |
| 5Y | +60.9% | -26.0% | +86.9% | +61.4% |
| 10Y | +243.4% | +358.9% | -115.5% | +108.2% |
| All | +553.6% | +1,315.7% | -762.1% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling