+295.1%
SCHW vs IP
+15.7%
+279.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.8% | +1.9% |
| 7D | -1.6% | -4.6% | +3.0% | +0.4% |
| 30D | -1.1% | -15.3% | +14.2% | +6.1% |
| 3M | +20.4% | +2.7% | +17.7% | +16.7% |
| 6M | +13.6% | -7.4% | +21.0% | +13.8% |
| YTD | +7.7% | -8.8% | +16.5% | +7.3% |
| 1Y | +15.2% | -22.4% | +37.6% | +23.0% |
| 3Y | +87.1% | +14.2% | +72.9% | +48.1% |
| 5Y | +57.5% | -21.8% | +79.3% | +54.7% |
| 10Y | +295.1% | +18.3% | +276.8% | +167.8% |
| All | +295.1% | +15.7% | +279.4% | +167.8% |
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