+551.1%
SCHD vs IWF
+901.7%
-350.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.3% |
| 7D | -3.1% | -1.7% | -1.4% | -2.1% |
| 30D | -0.8% | -1.8% | +1.0% | +0.2% |
| 3M | +6.2% | +1.5% | +4.8% | +4.7% |
| 6M | +11.8% | +7.7% | +4.1% | +5.8% |
| YTD | +26.0% | +2.7% | +23.2% | +22.5% |
| 1Y | +28.1% | +6.8% | +21.4% | +21.2% |
| 3Y | +54.6% | +76.9% | -22.3% | +1.7% |
| 5Y | +60.3% | +73.4% | -13.1% | +4.4% |
| 10Y | +242.1% | +416.4% | -174.3% | -9.5% |
| All | +551.1% | +901.7% | -350.6% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling