+237.8%
SCHD vs IP
+20.7%
+217.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +1.5% | -11.2% | +12.7% | +5.3% |
| 3M | +7.4% | +12.3% | -4.9% | +2.3% |
| 6M | +12.4% | -5.2% | +17.6% | +12.1% |
| YTD | +27.5% | -4.0% | +31.5% | +25.9% |
| 1Y | +30.0% | -19.2% | +49.2% | +35.5% |
| 3Y | +56.5% | +20.3% | +36.2% | +33.1% |
| 5Y | +60.7% | -17.5% | +78.1% | +57.3% |
| 10Y | +237.8% | +21.2% | +216.6% | +161.1% |
| All | +237.8% | +20.7% | +217.1% | +161.1% |
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