+505.9%
SCHW vs IJR
+1,119.4%
-613.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.7% |
| 7D | -2.8% | -2.3% | -0.4% | -0.2% |
| 30D | -0.1% | -4.7% | +4.6% | +5.5% |
| 3M | +20.6% | +2.1% | +18.4% | +16.9% |
| 6M | +15.9% | +13.9% | +2.1% | -1.5% |
| YTD | +8.5% | +18.2% | -9.7% | -12.0% |
| 1Y | +17.8% | +21.8% | -4.0% | -8.2% |
| 3Y | +88.5% | +52.2% | +36.3% | +7.6% |
| 5Y | +60.6% | +40.1% | +20.5% | -0.1% |
| 10Y | +298.0% | +169.7% | +128.4% | +3.8% |
| All | +505.9% | +1,119.4% | -613.5% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling