+559.1%
SCHD vs IOVA
-92.0%
+651.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -1.1% | +5.1% | -6.2% | -1.2% |
| 30D | +1.5% | +37.2% | -35.7% | +1.0% |
| 3M | +7.4% | +117.5% | -110.1% | +6.0% |
| 6M | +12.4% | +69.6% | -57.2% | +11.1% |
| YTD | +27.5% | +218.7% | -191.2% | +24.9% |
| 1Y | +30.0% | +265.5% | -235.5% | +26.9% |
| 3Y | +56.5% | +46.2% | +10.3% | +52.8% |
| 5Y | +60.7% | -63.2% | +123.9% | +58.0% |
| 10Y | +237.8% | +6.1% | +231.7% | +228.1% |
| All | +559.1% | -92.0% | +651.1% | +521.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling