+165.3%
IWM vs SCHW
+301.3%
-136.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.3% |
| 7D | -2.5% | -2.8% | +0.2% | -1.4% |
| 30D | -4.4% | -0.1% | -4.4% | -4.5% |
| 3M | +2.2% | +20.6% | -18.3% | -5.8% |
| 6M | +14.0% | +15.9% | -1.9% | +6.2% |
| YTD | +17.4% | +8.5% | +8.9% | +12.1% |
| 1Y | +22.9% | +17.8% | +5.1% | +13.3% |
| 3Y | +62.1% | +88.5% | -26.5% | +19.9% |
| 5Y | +38.2% | +60.6% | -22.5% | +4.1% |
| All | +165.3% | +301.3% | -136.1% | +20.4% |
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