+40.2%
SCHW vs IOT
+54.1%
-13.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.9% | -4.5% | +2.7% | -1.2% |
| 30D | -1.6% | -2.4% | +0.8% | -1.4% |
| 3M | +21.3% | +19.0% | +2.3% | +17.7% |
| 6M | +16.5% | +19.6% | -3.2% | +12.3% |
| YTD | +8.4% | +8.3% | +0.1% | +5.3% |
| 1Y | +15.6% | -0.8% | +16.4% | +13.3% |
| 3Y | +86.8% | +24.4% | +62.4% | +69.2% |
| All | +40.2% | +54.1% | -13.9% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling