+447.8%
SCHG vs IBN
+324.2%
+123.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.3% |
| 7D | -1.0% | -3.0% | +2.0% | -0.2% |
| 30D | -1.3% | -1.5% | +0.2% | -0.9% |
| 3M | +5.4% | +7.9% | -2.5% | +3.0% |
| 6M | +14.4% | +8.6% | +5.8% | +11.4% |
| YTD | +8.0% | -0.6% | +8.6% | +7.8% |
| 1Y | +12.7% | -7.3% | +20.1% | +14.5% |
| 3Y | +85.6% | +26.2% | +59.4% | +70.6% |
| 5Y | +85.5% | +57.8% | +27.7% | +59.4% |
| All | +447.8% | +324.2% | +123.6% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling