+553.6%
SCHD vs IJH
+450.8%
+102.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.2% |
| 7D | -2.0% | -1.9% | -0.1% | -0.7% |
| 30D | -0.4% | -4.6% | +4.2% | +2.8% |
| 3M | +5.7% | -1.2% | +6.9% | +6.4% |
| 6M | +11.9% | +9.4% | +2.5% | +4.6% |
| YTD | +26.4% | +13.3% | +13.1% | +15.2% |
| 1Y | +27.6% | +13.4% | +14.2% | +16.0% |
| 3Y | +54.9% | +50.4% | +4.5% | +13.9% |
| 5Y | +60.9% | +49.0% | +12.0% | +17.4% |
| 10Y | +243.4% | +182.6% | +60.8% | +55.2% |
| All | +553.6% | +450.8% | +102.8% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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