+253.7%
SCHD vs IP
+31.6%
+222.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.4% |
| 7D | -0.7% | -3.0% | +2.3% | +0.2% |
| 30D | +7.9% | +10.6% | -2.7% | +4.3% |
| 3M | +6.0% | -13.6% | +19.6% | +10.6% |
| 6M | +14.5% | +10.4% | +4.1% | +9.2% |
| YTD | +33.2% | -6.5% | +39.7% | +32.2% |
| 1Y | +38.1% | -2.1% | +40.2% | +34.7% |
| 3Y | +73.5% | +22.0% | +51.5% | +46.0% |
| 5Y | +62.5% | -9.7% | +72.2% | +52.4% |
| 10Y | +253.7% | +26.8% | +226.9% | +175.9% |
| All | +253.7% | +31.6% | +222.1% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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