+43,975.3%
SCHW vs IP
+331.0%
+43,644.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | +3.9% | -5.1% | +9.0% | +6.4% |
| 30D | -4.3% | +8.5% | -12.8% | -8.3% |
| 3M | -14.8% | -13.8% | -0.9% | -9.5% |
| 6M | -0.1% | +5.7% | -5.8% | -5.7% |
| YTD | -7.5% | -9.1% | +1.6% | -8.5% |
| 1Y | -1.6% | -0.8% | -0.8% | -7.0% |
| 3Y | +71.4% | +14.8% | +56.6% | +40.1% |
| 5Y | +20.5% | -11.5% | +32.1% | +10.7% |
| 10Y | +236.5% | +27.9% | +208.6% | +148.9% |
| All | +43,975.3% | +331.0% | +43,644.3% | +14,797.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling