+295.2%
SCHW vs IBB
+125.2%
+170.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.5% |
| 7D | -2.8% | -5.2% | +2.5% | +0.1% |
| 30D | -0.1% | +1.5% | -1.5% | -1.2% |
| 3M | +20.6% | +22.1% | -1.6% | +7.3% |
| 6M | +15.9% | +17.7% | -1.8% | +5.0% |
| YTD | +8.5% | +20.2% | -11.7% | -3.2% |
| 1Y | +17.8% | +44.4% | -26.6% | -5.5% |
| 3Y | +88.5% | +61.1% | +27.4% | +39.4% |
| 5Y | +60.6% | +18.5% | +42.1% | +39.9% |
| All | +295.2% | +125.2% | +170.0% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling