+85.7%
SCHG vs IAG
+820.9%
-735.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.8% |
| 7D | -1.0% | -1.1% | 0.0% | -1.0% |
| 30D | -1.3% | +12.1% | -13.4% | -2.3% |
| 3M | +5.4% | +25.5% | -20.1% | +3.1% |
| 6M | +14.4% | -7.1% | +21.5% | +14.2% |
| YTD | +8.0% | +22.9% | -14.8% | +4.9% |
| 1Y | +12.7% | +83.3% | -70.6% | +5.5% |
| 3Y | +85.6% | +808.5% | -722.9% | +49.2% |
| All | +85.7% | +820.9% | -735.2% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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