+505.9%
SCHW vs IWF
+713.0%
-207.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.9% |
| 7D | -2.8% | -1.7% | -1.1% | -0.7% |
| 30D | -0.1% | -1.8% | +1.8% | +2.0% |
| 3M | +20.6% | +1.5% | +19.1% | +16.8% |
| 6M | +15.9% | +7.7% | +8.2% | +3.3% |
| YTD | +8.5% | +2.7% | +5.8% | +2.3% |
| 1Y | +17.8% | +6.8% | +11.1% | +5.3% |
| 3Y | +88.5% | +76.9% | +11.7% | -16.1% |
| 5Y | +60.6% | +73.4% | -12.8% | -30.9% |
| 10Y | +298.0% | +416.4% | -118.4% | -68.0% |
| All | +505.9% | +713.0% | -207.1% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 all: compounded portfolio wealth divided by compounded IWF 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…
all analysis · Full analysis span regression · 6 months rolling