+1,045.8%
SCHG vs IOVA
-92.0%
+1,137.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.6% |
| 7D | -0.9% | -2.2% | +1.3% | -0.8% |
| 30D | -2.3% | +31.7% | -34.0% | -2.9% |
| 3M | +4.5% | +117.3% | -112.7% | +2.5% |
| 6M | +13.6% | +55.8% | -42.3% | +11.9% |
| YTD | +7.6% | +208.8% | -201.2% | +4.3% |
| 1Y | +13.0% | +255.7% | -242.7% | +9.0% |
| 3Y | +87.0% | +41.7% | +45.3% | +80.5% |
| 5Y | +82.9% | -64.9% | +147.8% | +78.7% |
| 10Y | +453.6% | +6.3% | +447.3% | +431.8% |
| All | +1,045.8% | -92.0% | +1,137.8% | +968.6% |
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