+85.7%
SCHG vs IOVA
-62.2%
+148.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.5% |
| 7D | -1.0% | -2.2% | +1.1% | -0.9% |
| 30D | -1.3% | +27.6% | -28.9% | -3.0% |
| 3M | +5.4% | +117.2% | -111.7% | -0.8% |
| 6M | +14.4% | +77.7% | -63.3% | +8.5% |
| YTD | +8.0% | +215.0% | -207.0% | -2.2% |
| 1Y | +12.7% | +255.4% | -242.6% | +0.5% |
| 3Y | +85.6% | +42.6% | +43.0% | +63.1% |
| All | +85.7% | -62.2% | +148.0% | +70.9% |
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