+566.6%
SCHD vs IWD
+485.6%
+81.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | +3.4% | +0.6% | +2.9% | +2.9% |
| 3M | +7.6% | +7.2% | +0.4% | +1.0% |
| 6M | +12.2% | +16.2% | -4.0% | -2.2% |
| YTD | +29.0% | +23.3% | +5.6% | +6.6% |
| 1Y | +30.3% | +29.6% | +0.7% | +2.9% |
| 3Y | +56.1% | +70.5% | -14.3% | -3.7% |
| 5Y | +60.4% | +73.5% | -13.0% | -2.8% |
| 10Y | +241.3% | +198.3% | +43.0% | +29.2% |
| All | +566.6% | +485.6% | +81.0% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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