+447.8%
SCHG vs IVZ
+65.9%
+381.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -1.0% | -2.4% | +1.3% | -0.3% |
| 30D | -1.3% | +3.0% | -4.3% | -2.3% |
| 3M | +5.4% | +14.9% | -9.4% | +0.4% |
| 6M | +14.4% | +36.7% | -22.3% | +2.5% |
| YTD | +8.0% | +25.7% | -17.6% | -1.0% |
| 1Y | +12.7% | +47.7% | -35.0% | -2.3% |
| 3Y | +85.6% | +138.8% | -53.2% | +32.9% |
| 5Y | +85.5% | +62.1% | +23.4% | +46.6% |
| All | +447.8% | +65.9% | +381.9% | +296.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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