+498.5%
SCHW vs IBB
+560.8%
-62.3%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.3% |
| 7D | -0.8% | +1.4% | -2.2% | -1.8% |
| 30D | +1.5% | +10.5% | -9.0% | -6.2% |
| 3M | +24.6% | +23.6% | +0.9% | +5.4% |
| 6M | +14.5% | +22.6% | -8.1% | -3.1% |
| YTD | +10.5% | +25.7% | -15.2% | -8.6% |
| 1Y | +13.4% | +51.4% | -38.0% | -18.8% |
| 3Y | +88.3% | +64.4% | +23.9% | +23.6% |
| 5Y | +62.1% | +22.1% | +39.9% | +30.3% |
| 10Y | +297.3% | +132.5% | +164.8% | +77.1% |
| All | +498.5% | +560.8% | -62.3% | -19.0% |
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