+553.6%
SCHD vs IJR
+457.1%
+96.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -2.0% | -2.2% | +0.2% | -0.6% |
| 30D | -0.4% | -4.6% | +4.2% | +2.5% |
| 3M | +5.7% | +0.2% | +5.5% | +5.4% |
| 6M | +11.9% | +14.7% | -2.8% | +2.5% |
| YTD | +26.4% | +18.9% | +7.6% | +13.1% |
| 1Y | +27.6% | +19.9% | +7.7% | +13.3% |
| 3Y | +54.9% | +53.0% | +1.9% | +16.0% |
| 5Y | +60.9% | +40.9% | +20.1% | +25.2% |
| 10Y | +243.4% | +171.1% | +72.4% | +70.4% |
| All | +553.6% | +457.1% | +96.5% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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