+8.2%
SCHG vs IRE
-85.3%
+93.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.4% | -0.2% |
| 7D | -2.7% | +7.9% | -10.7% | -3.1% |
| 30D | -2.2% | +9.3% | -11.5% | -3.0% |
| 3M | +6.2% | -52.3% | +58.5% | +7.0% |
| 6M | +13.4% | -38.5% | +51.8% | +11.0% |
| YTD | +7.1% | -54.8% | +61.9% | +4.0% |
| All | +8.2% | -85.3% | +93.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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