+60.6%
SCHW vs IWD
+72.1%
-11.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +1.1% |
| 7D | -2.8% | -2.3% | -0.4% | 0.0% |
| 30D | -0.1% | -1.8% | +1.7% | +2.1% |
| 3M | +20.6% | +8.0% | +12.6% | +9.6% |
| 6M | +15.9% | +17.0% | -1.0% | -4.9% |
| YTD | +8.5% | +21.3% | -12.8% | -15.0% |
| 1Y | +17.8% | +27.9% | -10.1% | -13.7% |
| 3Y | +88.5% | +70.1% | +18.5% | -5.9% |
| 5Y | +60.6% | +74.2% | -13.5% | -20.4% |
| All | +60.6% | +72.1% | -11.5% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling