+87.0%
SCHW vs IOVA
+36.1%
+50.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.2% | +0.8% |
| 7D | -2.8% | -6.4% | +3.7% | -2.6% |
| 30D | -0.1% | +25.4% | -25.5% | -0.9% |
| 3M | +20.6% | +115.3% | -94.8% | +16.9% |
| 6M | +15.9% | +56.5% | -40.6% | +13.3% |
| YTD | +8.5% | +198.2% | -189.7% | +3.2% |
| 1Y | +17.8% | +242.0% | -224.2% | +11.2% |
| All | +87.0% | +36.1% | +50.9% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling