+330.4%
ACGL vs IOVA
+12.2%
+318.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +1.3% | -8.5% | +9.7% | +1.5% |
| 30D | +14.2% | -44.7% | +58.9% | +16.1% |
| 3M | +11.1% | +26.2% | -15.2% | +9.0% |
| 6M | +16.4% | +123.2% | -106.9% | +10.7% |
| YTD | +13.8% | +196.0% | -182.2% | +6.1% |
| 1Y | +21.6% | +240.9% | -219.4% | +12.4% |
| 3Y | +33.5% | +103.5% | -70.0% | +19.2% |
| 5Y | +174.8% | -65.5% | +240.3% | +162.6% |
| 10Y | +330.4% | +7.0% | +323.3% | +284.4% |
| All | +330.4% | +12.2% | +318.1% | +284.4% |
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