+447.8%
SCHG vs IOVA
+9.7%
+438.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.4% |
| 7D | -1.0% | -2.2% | +1.1% | -0.9% |
| 30D | -1.3% | +27.6% | -28.9% | -3.4% |
| 3M | +5.4% | +117.2% | -111.7% | -2.5% |
| 6M | +14.4% | +77.7% | -63.3% | +6.8% |
| YTD | +8.0% | +215.0% | -207.0% | -4.8% |
| 1Y | +12.7% | +255.4% | -242.6% | -2.6% |
| 3Y | +85.6% | +42.6% | +43.0% | +58.2% |
| 5Y | +85.5% | -62.2% | +147.7% | +69.6% |
| All | +447.8% | +9.7% | +438.1% | +347.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling