+52,550.4%
SCHW vs IP
+364.8%
+52,185.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -2.0% |
| 7D | -0.8% | -5.3% | +4.5% | +1.7% |
| 30D | +1.5% | -10.9% | +12.3% | +6.8% |
| 3M | +24.6% | +11.2% | +13.4% | +16.1% |
| 6M | +14.5% | -10.2% | +24.8% | +16.3% |
| YTD | +10.5% | -2.0% | +12.5% | +6.3% |
| 1Y | +13.4% | -19.1% | +32.5% | +18.3% |
| 3Y | +88.3% | +20.9% | +67.4% | +51.4% |
| 5Y | +62.1% | -17.8% | +79.9% | +55.9% |
| 10Y | +297.3% | +23.5% | +273.8% | +200.8% |
| All | +52,550.4% | +364.8% | +52,185.6% | +17,203.8% |
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 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