+238.6%
SCHD vs IVZ
+65.9%
+172.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -2.0% | -2.4% | +0.4% | -1.3% |
| 30D | -0.4% | +3.0% | -3.4% | -1.4% |
| 3M | +5.7% | +14.9% | -9.1% | +0.9% |
| 6M | +11.9% | +36.7% | -24.9% | +0.8% |
| YTD | +26.4% | +25.7% | +0.8% | +16.2% |
| 1Y | +27.6% | +47.7% | -20.1% | +11.1% |
| 3Y | +54.9% | +138.8% | -83.9% | +11.8% |
| 5Y | +60.9% | +62.1% | -1.2% | +27.2% |
| All | +238.6% | +65.9% | +172.7% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling