+294.9%
SCHW vs IAG
+427.6%
-132.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -1.9% | -1.1% | -0.8% | -1.9% |
| 30D | -1.6% | +12.1% | -13.7% | -1.7% |
| 3M | +21.3% | +25.5% | -4.3% | +21.0% |
| 6M | +16.5% | -7.1% | +23.6% | +16.5% |
| YTD | +8.4% | +22.9% | -14.5% | +8.0% |
| 1Y | +15.6% | +83.3% | -67.7% | +14.7% |
| 3Y | +86.8% | +808.5% | -721.7% | +84.1% |
| 5Y | +60.5% | +838.0% | -777.5% | +57.5% |
| All | +294.9% | +427.6% | -132.7% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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