+294.9%
SCHW vs IRM
+440.8%
-145.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.7% |
| 7D | -1.9% | -1.4% | -0.4% | -1.5% |
| 30D | -1.6% | -7.4% | +5.8% | +0.5% |
| 3M | +21.3% | -7.4% | +28.6% | +23.4% |
| 6M | +16.5% | +8.7% | +7.8% | +12.0% |
| YTD | +8.4% | +40.9% | -32.5% | -4.9% |
| 1Y | +15.6% | +20.5% | -4.9% | +6.3% |
| 3Y | +86.8% | +101.7% | -14.9% | +38.5% |
| 5Y | +60.5% | +197.7% | -137.2% | +1.6% |
| All | +294.9% | +440.8% | -145.9% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling