+59.5%
SCHW vs IOVA
-62.2%
+121.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.7% | -0.3% |
| 7D | -1.9% | -2.2% | +0.3% | -1.8% |
| 30D | -1.6% | +27.6% | -29.2% | -2.9% |
| 3M | +21.3% | +117.2% | -95.9% | +15.9% |
| 6M | +16.5% | +77.7% | -61.2% | +12.0% |
| YTD | +8.4% | +215.0% | -206.6% | +0.6% |
| 1Y | +15.6% | +255.4% | -239.7% | +6.1% |
| 3Y | +86.8% | +42.6% | +44.2% | +68.5% |
| All | +59.5% | -62.2% | +121.7% | +50.8% |
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