+0.1%
SCHW vs IDXX
-7.4%
+7.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.1% | -0.3% |
| 7D | +3.5% | +16.4% | -13.0% | +1.4% |
| 30D | -4.4% | +30.1% | -34.5% | -8.4% |
| 3M | -14.0% | +14.7% | -28.7% | -15.5% |
| 6M | +0.8% | +19.1% | -18.3% | -1.9% |
| YTD | -6.4% | -0.9% | -5.6% | -5.9% |
| 1Y | +0.1% | -6.9% | +7.0% | +1.5% |
| All | +0.1% | -7.4% | +7.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling