+60.2%
SCHD vs IWF
+73.7%
-13.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -2.0% | -0.9% | -1.0% | -1.6% |
| 30D | -0.4% | -1.7% | +1.3% | +0.2% |
| 3M | +5.7% | +0.7% | +5.1% | +5.1% |
| 6M | +11.9% | +8.6% | +3.3% | +7.5% |
| YTD | +26.4% | +3.5% | +22.9% | +23.8% |
| 1Y | +27.6% | +7.0% | +20.6% | +22.9% |
| 3Y | +54.9% | +76.3% | -21.4% | +15.2% |
| All | +60.2% | +73.7% | -13.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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