+295.2%
SCHW vs IWD
+201.1%
+94.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +1.1% |
| 7D | -2.8% | -2.3% | -0.4% | +0.1% |
| 30D | -0.1% | -1.8% | +1.7% | +2.2% |
| 3M | +20.6% | +8.0% | +12.6% | +9.2% |
| 6M | +15.9% | +17.0% | -1.0% | -5.4% |
| YTD | +8.5% | +21.3% | -12.8% | -15.5% |
| 1Y | +17.8% | +27.9% | -10.1% | -14.3% |
| 3Y | +88.5% | +70.1% | +18.5% | -5.1% |
| 5Y | +60.6% | +74.2% | -13.5% | -20.1% |
| All | +295.2% | +201.1% | +94.1% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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