+1,112.5%
SCHG vs IVZ
+154.5%
+958.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -2.7% | -2.4% | -0.3% | -1.9% |
| 30D | -2.2% | +2.5% | -4.7% | -3.1% |
| 3M | +6.2% | +17.1% | -10.9% | -0.1% |
| 6M | +13.4% | +35.1% | -21.8% | +0.9% |
| YTD | +7.1% | +24.3% | -17.2% | -2.2% |
| 1Y | +12.5% | +48.7% | -36.1% | -4.0% |
| 3Y | +86.2% | +135.6% | -49.4% | +29.8% |
| 5Y | +83.9% | +60.3% | +23.6% | +43.5% |
| 10Y | +451.3% | +62.5% | +388.7% | +285.6% |
| All | +1,112.5% | +154.5% | +958.0% | +527.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling