+59.6%
SCHW vs IVZ
+59.4%
+0.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -2.8% | -2.4% | -0.4% | -1.7% |
| 30D | -0.1% | +2.5% | -2.6% | -1.2% |
| 3M | +20.6% | +17.1% | +3.5% | +11.8% |
| 6M | +15.9% | +35.1% | -19.2% | +0.2% |
| YTD | +8.5% | +24.3% | -15.8% | -3.2% |
| 1Y | +17.8% | +48.7% | -30.8% | -3.6% |
| 3Y | +88.5% | +135.6% | -47.1% | +17.8% |
| All | +59.6% | +59.4% | +0.3% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling