+294.9%
SCHW vs IEFA
+148.3%
+146.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -1.1% |
| 7D | -1.9% | -1.6% | -0.3% | -0.3% |
| 30D | -1.6% | -1.5% | -0.1% | -0.2% |
| 3M | +21.3% | +3.4% | +17.9% | +16.7% |
| 6M | +16.5% | +9.5% | +7.0% | +4.7% |
| YTD | +8.4% | +13.0% | -4.6% | -6.1% |
| 1Y | +15.6% | +18.0% | -2.4% | -4.5% |
| 3Y | +86.8% | +65.4% | +21.5% | +4.6% |
| 5Y | +60.5% | +51.6% | +8.9% | +0.3% |
| All | +294.9% | +148.3% | +146.6% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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