+1,117.7%
SCHG vs IAG
+35.3%
+1,082.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -0.9% | +1.7% | -2.6% | -1.0% |
| 30D | -2.3% | +11.4% | -13.7% | -3.0% |
| 3M | +4.5% | +33.0% | -28.5% | +2.6% |
| 6M | +13.6% | -6.0% | +19.6% | +13.4% |
| YTD | +7.6% | +24.6% | -17.0% | +5.4% |
| 1Y | +13.0% | +105.0% | -91.9% | +7.6% |
| 3Y | +87.0% | +837.9% | -750.9% | +61.9% |
| 5Y | +82.9% | +817.0% | -734.1% | +55.3% |
| 10Y | +453.6% | +425.3% | +28.3% | +367.6% |
| All | +1,117.7% | +35.3% | +1,082.4% | +1,044.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling