+87.0%
SCHW vs ICE
+40.2%
+46.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +1.0% |
| 7D | -2.8% | -5.3% | +2.6% | 0.0% |
| 30D | -0.1% | +3.0% | -3.1% | -1.6% |
| 3M | +20.6% | +11.4% | +9.1% | +13.7% |
| 6M | +15.9% | -2.0% | +18.0% | +16.6% |
| YTD | +8.5% | -3.1% | +11.6% | +9.4% |
| 1Y | +17.8% | -8.4% | +26.2% | +22.7% |
| All | +87.0% | +40.2% | +46.8% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling