+13.4%
SCHW vs IJR
+25.5%
-12.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +1.5% | -2.4% | +3.9% | +2.2% |
| 3M | +24.6% | +3.9% | +20.6% | +22.5% |
| 6M | +14.5% | +12.4% | +2.1% | +8.3% |
| YTD | +10.5% | +21.5% | -11.0% | +0.8% |
| 1Y | +13.4% | +24.0% | -10.6% | +2.5% |
| All | +13.4% | +25.5% | -12.1% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling