+59.5%
SCHW vs IEFA
+50.2%
+9.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.9% |
| 7D | -1.9% | -1.6% | -0.3% | -0.7% |
| 30D | -1.6% | -1.5% | -0.1% | -0.5% |
| 3M | +21.3% | +3.4% | +17.9% | +17.8% |
| 6M | +16.5% | +9.5% | +7.0% | +7.2% |
| YTD | +8.4% | +13.0% | -4.6% | -3.2% |
| 1Y | +15.6% | +18.0% | -2.4% | -0.7% |
| 3Y | +86.8% | +65.4% | +21.5% | +15.5% |
| All | +59.5% | +50.2% | +9.3% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling