+0.8%
SCHW vs IRE
-97.6%
+98.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -23.2% | +27.8% | +4.7% |
| 7D | +5.2% | -46.8% | +52.0% | +5.6% |
| 30D | -4.7% | -75.5% | +70.8% | -3.7% |
| 3M | -11.9% | -79.4% | +67.5% | -11.1% |
| 6M | +2.7% | -91.3% | +94.0% | +3.4% |
| YTD | -5.6% | -90.8% | +85.2% | -7.6% |
| 1Y | +0.8% | -97.7% | +98.5% | +0.4% |
| All | +0.8% | -97.6% | +98.3% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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