+760.2%
IVV vs SCHW
+353.2%
+406.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | +2.6% | +2.0% | +0.6% | +1.9% |
| 30D | -2.0% | -3.6% | +1.6% | -0.9% |
| 3M | -2.8% | -15.0% | +12.2% | +2.1% |
| 6M | +2.2% | +2.6% | -0.5% | +0.7% |
| YTD | +11.5% | -5.7% | +17.2% | +12.4% |
| 1Y | +13.5% | -0.9% | +14.4% | +12.5% |
| 3Y | +78.1% | +79.4% | -1.3% | +43.9% |
| 5Y | +73.1% | +21.2% | +51.9% | +52.7% |
| 10Y | +310.4% | +193.3% | +117.1% | +157.4% |
| All | +760.2% | +353.2% | +406.9% | +239.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling