+294.9%
SCHW vs IBB
+125.5%
+169.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -1.9% | -4.2% | +2.4% | +0.4% |
| 30D | -1.6% | +1.1% | -2.7% | -2.6% |
| 3M | +21.3% | +19.0% | +2.2% | +9.5% |
| 6M | +16.5% | +18.9% | -2.4% | +4.9% |
| YTD | +8.4% | +20.3% | -11.9% | -3.3% |
| 1Y | +15.6% | +41.5% | -25.9% | -6.2% |
| 3Y | +86.8% | +60.3% | +26.6% | +38.6% |
| 5Y | +60.5% | +18.7% | +41.8% | +39.7% |
| All | +294.9% | +125.5% | +169.4% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded IBB 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling