+411.0%
SCHW vs IBB
+562.7%
-151.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +2.0% |
| 7D | +2.0% | -0.5% | +2.5% | +2.3% |
| 30D | -3.6% | +4.6% | -8.2% | -7.1% |
| 3M | -15.0% | +6.8% | -21.8% | -20.0% |
| 6M | +2.6% | +23.1% | -20.5% | -13.8% |
| YTD | -5.7% | +26.0% | -31.7% | -22.7% |
| 1Y | -0.9% | +30.4% | -31.3% | -20.9% |
| 3Y | +79.4% | +85.4% | -6.0% | +6.6% |
| 5Y | +21.2% | +39.7% | -18.5% | -12.6% |
| 10Y | +193.3% | +127.1% | +66.2% | +33.3% |
| All | +411.0% | +562.7% | -151.7% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling