+553.0%
SCHD vs IYR
+208.7%
+344.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.3% |
| 7D | -2.6% | -0.9% | -1.7% | -2.1% |
| 30D | -0.3% | -2.4% | +2.1% | +1.1% |
| 3M | +6.1% | -2.0% | +8.1% | +7.3% |
| 6M | +11.7% | +2.5% | +9.2% | +9.8% |
| YTD | +26.3% | +8.3% | +18.0% | +19.9% |
| 1Y | +28.8% | +6.5% | +22.3% | +23.4% |
| 3Y | +55.0% | +29.3% | +25.7% | +30.7% |
| 5Y | +60.0% | +5.7% | +54.4% | +51.1% |
| 10Y | +243.1% | +69.2% | +173.9% | +137.1% |
| All | +553.0% | +208.7% | +344.3% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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