+29.3%
SCHD vs IRE
-84.0%
+113.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.9% | -1.0% |
| 7D | -2.6% | +29.0% | -31.7% | -2.5% |
| 30D | -0.3% | +24.2% | -24.5% | -0.2% |
| 3M | +6.1% | -53.2% | +59.2% | +6.5% |
| 6M | +11.7% | -36.0% | +47.8% | +12.0% |
| YTD | +26.3% | -51.0% | +77.3% | +26.3% |
| All | +29.3% | -84.0% | +113.3% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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