+357.7%
IGV vs SCHW
+301.0%
+56.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.9% | -1.9% | -1.1% | -2.3% |
| 30D | -1.5% | -1.6% | +0.1% | -1.0% |
| 3M | +11.7% | +21.3% | -9.6% | +4.8% |
| 6M | +18.4% | +16.5% | +1.9% | +12.2% |
| YTD | -3.9% | +8.4% | -12.3% | -6.9% |
| 1Y | -9.7% | +15.6% | -25.3% | -14.4% |
| 3Y | +38.4% | +86.8% | -48.4% | +11.2% |
| 5Y | +21.6% | +60.5% | -38.9% | -0.5% |
| All | +357.7% | +301.0% | +56.7% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling