+333.2%
SCHW vs IYR
+683.6%
-350.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.5% |
| 7D | -2.8% | -2.8% | +0.1% | -0.6% |
| 30D | -0.1% | -2.5% | +2.5% | +1.9% |
| 3M | +20.6% | -3.0% | +23.5% | +23.1% |
| 6M | +15.9% | +1.6% | +14.3% | +13.8% |
| YTD | +8.5% | +7.3% | +1.2% | +1.9% |
| 1Y | +17.8% | +5.6% | +12.2% | +11.9% |
| 3Y | +88.5% | +28.1% | +60.4% | +52.0% |
| 5Y | +60.6% | +6.1% | +54.5% | +48.4% |
| 10Y | +298.0% | +67.7% | +230.4% | +145.6% |
| All | +333.2% | +683.6% | -350.4% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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