+86.8%
SCHW vs IJR
+52.1%
+34.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -1.9% | -2.2% | +0.3% | -0.6% |
| 30D | -1.6% | -4.6% | +3.0% | +1.0% |
| 3M | +21.3% | +0.2% | +21.0% | +20.8% |
| 6M | +16.5% | +14.7% | +1.8% | +6.4% |
| YTD | +8.4% | +18.9% | -10.4% | -3.3% |
| 1Y | +15.6% | +19.9% | -4.3% | +2.4% |
| 3Y | +86.8% | +53.0% | +33.8% | +34.6% |
| All | +86.8% | +52.1% | +34.8% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling