+60.0%
SCHD vs IP
-12.0%
+72.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | -1.7% | -5.1% | +3.4% | -0.6% |
| 30D | +7.7% | +8.5% | -0.8% | +5.7% |
| 3M | +5.2% | -13.8% | +19.0% | +8.4% |
| 6M | +12.9% | +5.7% | +7.1% | +10.4% |
| YTD | +31.4% | -9.1% | +40.5% | +32.0% |
| 1Y | +37.3% | -0.8% | +38.1% | +34.6% |
| 3Y | +68.3% | +14.8% | +53.5% | +50.1% |
| All | +60.0% | -12.0% | +72.0% | +57.0% |
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