+1,156.2%
SCHW vs IAG
+368.4%
+787.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.8% |
| 7D | -2.8% | -4.1% | +1.3% | -2.6% |
| 30D | -0.1% | +10.6% | -10.7% | -0.4% |
| 3M | +20.6% | +35.4% | -14.8% | +19.1% |
| 6M | +15.9% | -9.5% | +25.5% | +16.0% |
| YTD | +8.5% | +21.8% | -13.3% | +7.1% |
| 1Y | +17.8% | +84.1% | -66.3% | +14.4% |
| 3Y | +88.5% | +817.4% | -728.8% | +71.2% |
| 5Y | +60.6% | +830.1% | -769.5% | +43.6% |
| 10Y | +298.0% | +413.8% | -115.8% | +250.4% |
| All | +1,156.2% | +368.4% | +787.8% | +900.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling