For example, Common Lisp implementations often compile functions as they're entered at the interactive prompt. From your perspective, you see an "interpreter" that runs code on the order of 100 times faster than it should. I'm told popular OCaml and Haskell implementations work this way too.
If you're interested in portability, there are efficient Scheme compilers that target ANSI C, which gives you portability, good integration into just about any environment, and access to lots and lots of library code. My favorite of these is Chicken Scheme, which you can read about at http://www.call-with-current-continuation.org.