+60.6%
SCHW vs IR
+35.0%
+25.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -2.8% | -3.1% | +0.3% | -1.5% |
| 30D | -0.1% | -14.0% | +14.0% | +6.6% |
| 3M | +20.6% | +3.7% | +16.9% | +17.4% |
| 6M | +15.9% | -15.4% | +31.3% | +23.0% |
| YTD | +8.5% | -7.7% | +16.2% | +9.1% |
| 1Y | +17.8% | -8.8% | +26.7% | +18.7% |
| 3Y | +88.5% | +5.6% | +82.9% | +62.9% |
| 5Y | +60.6% | +34.3% | +26.3% | +17.6% |
| All | +60.6% | +35.0% | +25.6% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 5y: compounded portfolio wealth divided by compounded IR 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…
5y analysis · Full analysis span regression · 6 months rolling