+551.1%
SCHD vs IEF
+22.7%
+528.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.7% |
| 7D | -3.1% | -1.2% | -1.9% | -3.7% |
| 30D | -0.8% | -1.5% | +0.6% | -1.5% |
| 3M | +6.2% | -1.7% | +7.9% | +5.3% |
| 6M | +11.8% | -3.5% | +15.3% | +9.9% |
| YTD | +26.0% | -2.6% | +28.6% | +24.3% |
| 1Y | +28.1% | -2.4% | +30.5% | +26.7% |
| 3Y | +54.6% | +8.9% | +45.7% | +62.0% |
| 5Y | +60.3% | -9.2% | +69.6% | +40.0% |
| 10Y | +242.1% | +3.9% | +238.3% | +237.9% |
| All | +551.1% | +22.7% | +528.3% | +671.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling