+59.6%
SCHW vs IBN
+55.4%
+4.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -2.8% | -5.5% | +2.7% | -0.6% |
| 30D | -0.1% | -3.4% | +3.4% | +1.2% |
| 3M | +20.6% | +8.7% | +11.9% | +16.5% |
| 6M | +15.9% | +3.7% | +12.2% | +13.8% |
| YTD | +8.5% | -2.4% | +10.9% | +8.9% |
| 1Y | +17.8% | -8.1% | +25.9% | +20.8% |
| 3Y | +88.5% | +26.3% | +62.2% | +61.2% |
| All | +59.6% | +55.4% | +4.2% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling