+461.8%
SCHD vs IEFA
+212.1%
+249.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.3% |
| 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% | +2.9% |
| 6M | +11.9% | +9.5% | +2.4% | +3.8% |
| YTD | +26.4% | +13.0% | +13.4% | +14.3% |
| 1Y | +27.6% | +18.0% | +9.6% | +11.5% |
| 3Y | +54.9% | +65.4% | -10.4% | +3.6% |
| 5Y | +60.9% | +51.6% | +9.4% | +14.2% |
| 10Y | +243.4% | +146.7% | +96.7% | +67.8% |
| All | +461.8% | +212.1% | +249.7% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling