+854.1%
SCHW vs IEMG
+137.7%
+716.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +2.1% |
| 7D | -2.8% | -0.9% | -1.9% | -2.2% |
| 30D | -0.1% | +2.1% | -2.2% | -1.7% |
| 3M | +20.6% | +4.6% | +16.0% | +15.0% |
| 6M | +15.9% | +14.0% | +1.9% | +2.1% |
| YTD | +8.5% | +22.3% | -13.8% | -9.9% |
| 1Y | +17.8% | +30.7% | -12.8% | -7.2% |
| 3Y | +88.5% | +83.2% | +5.3% | +11.8% |
| 5Y | +60.6% | +47.0% | +13.6% | +13.3% |
| 10Y | +298.0% | +139.9% | +158.2% | +85.1% |
| All | +854.1% | +137.7% | +716.4% | +338.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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