+51,606.1%
SCHW vs IFF
+830.6%
+50,775.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -2.8% | -2.8% | 0.0% | -1.4% |
| 30D | -0.1% | -1.1% | +1.1% | +0.4% |
| 3M | +20.6% | +13.8% | +6.8% | +11.9% |
| 6M | +15.9% | +16.7% | -0.7% | +3.9% |
| YTD | +8.5% | +26.1% | -17.6% | -7.4% |
| 1Y | +17.8% | +33.5% | -15.7% | -3.1% |
| 3Y | +88.5% | +31.6% | +56.9% | +48.7% |
| 5Y | +60.6% | -34.9% | +95.5% | +76.5% |
| 10Y | +298.0% | -20.3% | +318.3% | +259.9% |
| All | +51,606.1% | +830.6% | +50,775.6% | +12,532.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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