+799.2%
SCHW vs IOVA
-92.0%
+891.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -1.5% |
| 30D | -1.1% | +31.7% | -32.8% | -1.8% |
| 3M | +20.4% | +117.3% | -96.9% | +17.8% |
| 6M | +13.6% | +55.8% | -42.2% | +11.8% |
| YTD | +7.7% | +208.8% | -201.1% | +4.0% |
| 1Y | +15.2% | +255.7% | -240.5% | +10.7% |
| 3Y | +87.1% | +41.7% | +45.5% | +79.7% |
| 5Y | +57.5% | -64.9% | +122.4% | +53.5% |
| 10Y | +295.1% | +6.3% | +288.8% | +272.1% |
| All | +799.2% | -92.0% | +891.2% | +678.1% |
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 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