-1.7%
SCHW vs IP
-2.1%
+0.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.2% |
| 7D | +4.5% | -3.0% | +7.6% | +4.7% |
| 30D | -4.1% | +10.6% | -14.7% | -4.6% |
| 3M | -13.6% | -13.6% | 0.0% | -12.7% |
| 6M | +5.0% | +10.4% | -5.5% | +4.1% |
| YTD | -6.3% | -6.5% | +0.2% | -6.4% |
| All | -1.7% | -2.1% | +0.4% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling