+270.2%
SCHW vs IBN
+1,463.9%
-1,193.7%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -1.6% | -5.1% | +3.5% | +0.1% |
| 30D | -1.1% | -3.5% | +2.5% | +0.1% |
| 3M | +20.4% | +11.3% | +9.1% | +16.1% |
| 6M | +13.6% | +4.4% | +9.2% | +11.6% |
| YTD | +7.7% | -1.8% | +9.5% | +7.8% |
| 1Y | +15.2% | -8.0% | +23.2% | +17.4% |
| 3Y | +87.1% | +27.1% | +60.1% | +69.6% |
| 5Y | +57.5% | +54.5% | +3.0% | +33.5% |
| 10Y | +295.1% | +314.2% | -19.1% | +131.0% |
| All | +270.2% | +1,463.9% | -1,193.7% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling