+238.6%
SCHD vs IEF
+3.8%
+234.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.3% |
| 7D | -2.0% | -1.3% | -0.6% | -2.4% |
| 30D | -0.4% | -1.7% | +1.3% | -1.0% |
| 3M | +5.7% | -2.5% | +8.3% | +4.8% |
| 6M | +11.9% | -3.3% | +15.1% | +10.5% |
| YTD | +26.4% | -2.8% | +29.3% | +25.1% |
| 1Y | +27.6% | -2.7% | +30.3% | +26.3% |
| 3Y | +54.9% | +8.9% | +46.0% | +61.0% |
| 5Y | +60.9% | -9.4% | +70.3% | +33.5% |
| All | +238.6% | +3.8% | +234.9% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling