+15.6%
SCHW vs IDXX
-20.8%
+36.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.9% | -5.7% | +3.9% | -1.0% |
| 30D | -1.6% | -11.5% | +9.9% | +0.2% |
| 3M | +21.3% | -9.5% | +30.8% | +22.9% |
| 6M | +16.5% | -16.0% | +32.4% | +19.0% |
| YTD | +8.4% | -25.4% | +33.8% | +11.8% |
| 1Y | +15.6% | -21.8% | +37.4% | +19.7% |
| All | +15.6% | -20.8% | +36.4% | +19.7% |
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