+60.2%
SCHD vs IOVA
-62.2%
+122.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | +0.2% |
| 7D | -2.0% | -2.2% | +0.2% | -1.9% |
| 30D | -0.4% | +27.6% | -28.0% | -1.5% |
| 3M | +5.7% | +117.2% | -111.4% | +1.8% |
| 6M | +11.9% | +77.7% | -65.8% | +8.2% |
| YTD | +26.4% | +215.0% | -188.6% | +18.7% |
| 1Y | +27.6% | +255.4% | -227.8% | +18.6% |
| 3Y | +54.9% | +42.6% | +12.3% | +43.3% |
| All | +60.2% | -62.2% | +122.4% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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