+294.9%
SCHW vs ICE
+220.6%
+74.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.7% |
| 7D | -1.9% | -2.4% | +0.5% | -0.4% |
| 30D | -1.6% | +4.0% | -5.6% | -4.1% |
| 3M | +21.3% | +13.7% | +7.6% | +11.5% |
| 6M | +16.5% | +0.9% | +15.5% | +14.9% |
| YTD | +8.4% | -2.1% | +10.6% | +8.5% |
| 1Y | +15.6% | -9.5% | +25.1% | +21.5% |
| 3Y | +86.8% | +42.1% | +44.8% | +44.9% |
| 5Y | +60.5% | +41.4% | +19.1% | +22.8% |
| All | +294.9% | +220.6% | +74.3% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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