+58.9%
SCHD vs IP
+25.8%
+33.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | -0.3% | -5.3% | +5.0% | +0.6% |
| 30D | +3.4% | -10.9% | +14.3% | +5.3% |
| 3M | +7.6% | +11.2% | -3.5% | +5.3% |
| 6M | +12.2% | -10.2% | +22.4% | +13.8% |
| YTD | +29.0% | -2.0% | +30.9% | +28.2% |
| 1Y | +30.3% | -19.1% | +49.4% | +34.0% |
| All | +58.9% | +25.8% | +33.1% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling