+324.6%
ACGL vs IOVA
+7.2%
+317.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.4% | -7.0% | +5.6% | -1.1% |
| 30D | +12.4% | -44.4% | +56.8% | +14.2% |
| 3M | +11.1% | +24.7% | -13.6% | +9.0% |
| 6M | +16.3% | +118.6% | -102.3% | +10.8% |
| YTD | +13.8% | +196.3% | -182.5% | +6.2% |
| 1Y | +20.4% | +205.3% | -184.9% | +12.0% |
| 3Y | +33.6% | +103.8% | -70.2% | +19.2% |
| 5Y | +176.8% | -65.6% | +242.4% | +164.6% |
| 10Y | +324.6% | +6.4% | +318.1% | +279.6% |
| All | +324.6% | +7.2% | +317.4% | +279.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling