+559.1%
SCHD vs IRM
+869.5%
-310.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.9% |
| 7D | -1.1% | +1.6% | -2.8% | -1.6% |
| 30D | +1.5% | -4.2% | +5.7% | +2.5% |
| 3M | +7.4% | -5.4% | +12.8% | +8.5% |
| 6M | +12.4% | +12.0% | +0.3% | +7.9% |
| YTD | +27.5% | +42.0% | -14.5% | +14.0% |
| 1Y | +30.0% | +29.9% | +0.1% | +18.6% |
| 3Y | +56.5% | +104.4% | -47.9% | +21.7% |
| 5Y | +60.7% | +191.0% | -130.3% | +10.6% |
| 10Y | +237.8% | +417.1% | -179.4% | +88.2% |
| All | +559.1% | +869.5% | -310.4% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 all: compounded portfolio wealth divided by compounded IRM 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…
all analysis · Full analysis span regression · 6 months rolling