+63.6%
SCHD vs IP
-13.5%
+77.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | +7.1% | +7.9% | -0.8% | +5.3% |
| 3M | +5.7% | -15.3% | +21.1% | +9.4% |
| 6M | +15.6% | +10.5% | +5.1% | +11.9% |
| YTD | +34.9% | -9.4% | +44.3% | +35.6% |
| 1Y | +37.4% | -4.6% | +42.0% | +36.1% |
| 3Y | +74.5% | +21.2% | +53.3% | +52.4% |
| All | +63.6% | -13.5% | +77.1% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling