+238.6%
SCHD vs IEFA
+148.3%
+90.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.4% |
| 7D | -2.0% | -1.6% | -0.4% | -0.8% |
| 30D | -0.4% | -1.5% | +1.1% | +0.7% |
| 3M | +5.7% | +3.4% | +2.3% | +2.8% |
| 6M | +11.9% | +9.5% | +2.4% | +3.5% |
| YTD | +26.4% | +13.0% | +13.4% | +13.7% |
| 1Y | +27.6% | +18.0% | +9.6% | +10.8% |
| 3Y | +54.9% | +65.4% | -10.4% | +1.0% |
| 5Y | +60.9% | +51.6% | +9.4% | +12.2% |
| All | +238.6% | +148.3% | +90.3% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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