-6.6%
IBM vs SCHW
+17.8%
-24.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.8% |
| 7D | -0.3% | -2.8% | +2.5% | +1.1% |
| 30D | -1.8% | -0.1% | -1.8% | -2.0% |
| 3M | -13.5% | +20.6% | -34.0% | -20.9% |
| 6M | -5.1% | +15.9% | -21.1% | -13.2% |
| YTD | -19.4% | +8.5% | -27.9% | -23.8% |
| All | -6.6% | +17.8% | -24.4% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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