-0.2%
SCHG vs IFF
+40.8%
-40.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.4% |
| 7D | -6.8% | -4.9% | -1.9% | -6.5% |
| 30D | -11.2% | +2.9% | -14.1% | -11.6% |
| 3M | -7.4% | -1.5% | -5.9% | -7.5% |
| 6M | -1.0% | +23.3% | -24.3% | -3.4% |
| YTD | +0.9% | +30.2% | -29.3% | -2.3% |
| 1Y | -0.2% | +37.9% | -38.1% | -3.4% |
| All | -0.2% | +40.8% | -40.9% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling