+854.1%
SCHW vs IEFA
+209.0%
+645.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.7% |
| 7D | -2.8% | -2.4% | -0.3% | -0.3% |
| 30D | -0.1% | -2.1% | +2.1% | +2.1% |
| 3M | +20.6% | +5.5% | +15.0% | +13.4% |
| 6M | +15.9% | +8.1% | +7.8% | +5.3% |
| YTD | +8.5% | +11.9% | -3.4% | -5.4% |
| 1Y | +17.8% | +18.1% | -0.2% | -3.1% |
| 3Y | +88.5% | +65.5% | +23.1% | +4.9% |
| 5Y | +60.6% | +50.1% | +10.6% | +0.3% |
| 10Y | +298.0% | +144.2% | +153.8% | +43.8% |
| All | +854.1% | +209.0% | +645.1% | +177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling