+1,112.5%
SCHG vs IRM
+1,263.5%
-151.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -2.7% | -1.8% | -0.9% | -2.2% |
| 30D | -2.2% | -7.8% | +5.5% | +0.2% |
| 3M | +6.2% | -7.9% | +14.0% | +8.5% |
| 6M | +13.4% | +6.3% | +7.0% | +10.1% |
| YTD | +7.1% | +38.2% | -31.0% | -4.9% |
| 1Y | +12.5% | +19.8% | -7.3% | +4.2% |
| 3Y | +86.2% | +98.8% | -12.6% | +42.3% |
| 5Y | +83.9% | +191.8% | -107.8% | +22.6% |
| 10Y | +451.3% | +428.8% | +22.5% | +189.4% |
| All | +1,112.5% | +1,263.5% | -151.1% | +327.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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