+212.0%
SCHW vs IP
+31.6%
+180.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.1% |
| 7D | +4.5% | -3.0% | +7.6% | +5.8% |
| 30D | -4.1% | +10.6% | -14.7% | -8.6% |
| 3M | -13.6% | -13.6% | 0.0% | -8.6% |
| 6M | +5.0% | +10.4% | -5.5% | -2.6% |
| YTD | -6.3% | -6.5% | +0.2% | -8.2% |
| 1Y | -1.4% | -2.1% | +0.7% | -5.9% |
| 3Y | +77.6% | +22.0% | +55.6% | +34.7% |
| 5Y | +22.7% | -9.7% | +32.4% | +10.2% |
| 10Y | +212.0% | +26.8% | +185.2% | +112.9% |
| All | +212.0% | +31.6% | +180.4% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling