+87.0%
SCHW vs IBN
+25.1%
+61.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -2.8% | -5.5% | +2.7% | -1.7% |
| 30D | -0.1% | -3.4% | +3.4% | +0.6% |
| 3M | +20.6% | +8.7% | +11.9% | +18.6% |
| 6M | +15.9% | +3.7% | +12.2% | +15.0% |
| YTD | +8.5% | -2.4% | +10.9% | +8.7% |
| 1Y | +17.8% | -8.1% | +25.9% | +19.2% |
| All | +87.0% | +25.1% | +61.9% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling