+15.6%
SCHW vs IVZ
+49.7%
-34.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -1.9% | -2.4% | +0.5% | -1.2% |
| 30D | -1.6% | +3.0% | -4.7% | -2.5% |
| 3M | +21.3% | +14.9% | +6.4% | +15.8% |
| 6M | +16.5% | +36.7% | -20.3% | +4.3% |
| YTD | +8.4% | +25.7% | -17.3% | -0.5% |
| 1Y | +15.6% | +47.7% | -32.1% | -1.8% |
| All | +15.6% | +49.7% | -34.1% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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