+60.2%
SCHD vs IVZ
+61.1%
-1.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -2.0% | -2.4% | +0.4% | -1.4% |
| 30D | -0.4% | +3.0% | -3.4% | -1.2% |
| 3M | +5.7% | +14.9% | -9.1% | +1.7% |
| 6M | +11.9% | +36.7% | -24.9% | +2.4% |
| YTD | +26.4% | +25.7% | +0.8% | +17.8% |
| 1Y | +27.6% | +47.7% | -20.1% | +13.3% |
| 3Y | +54.9% | +138.8% | -83.9% | +15.6% |
| All | +60.2% | +61.1% | -1.0% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling