+294.9%
SCHW vs IBKR
+1,011.6%
-716.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.3% |
| 7D | -1.9% | -1.3% | -0.5% | -1.1% |
| 30D | -1.6% | -0.2% | -1.4% | -2.1% |
| 3M | +21.3% | +3.0% | +18.3% | +17.4% |
| 6M | +16.5% | +33.9% | -17.4% | -4.4% |
| YTD | +8.4% | +42.5% | -34.1% | -15.0% |
| 1Y | +15.6% | +44.9% | -29.2% | -11.4% |
| 3Y | +86.8% | +293.0% | -206.2% | -30.8% |
| 5Y | +60.5% | +497.7% | -437.1% | -56.3% |
| All | +294.9% | +1,011.6% | -716.7% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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