+294.9%
SCHW vs IEF
+3.8%
+291.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.3% |
| 7D | -1.9% | -1.3% | -0.5% | -3.7% |
| 30D | -1.6% | -1.7% | +0.1% | -4.0% |
| 3M | +21.3% | -2.5% | +23.8% | +17.0% |
| 6M | +16.5% | -3.3% | +19.7% | +11.1% |
| YTD | +8.4% | -2.8% | +11.2% | +4.2% |
| 1Y | +15.6% | -2.7% | +18.3% | +11.3% |
| 3Y | +86.8% | +8.9% | +77.9% | +112.2% |
| 5Y | +60.5% | -9.4% | +69.9% | +5.1% |
| All | +294.9% | +3.8% | +291.1% | +333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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