+34.3%
ACGL vs IOVA
+90.0%
-55.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.8% |
| 7D | -1.1% | +1.9% | -3.0% | -1.1% |
| 30D | +13.1% | -44.1% | +57.2% | +13.2% |
| 3M | +9.8% | +28.9% | -19.1% | +9.4% |
| 6M | +15.3% | +125.7% | -110.4% | +14.3% |
| YTD | +12.7% | +199.3% | -186.5% | +11.4% |
| 1Y | +20.7% | +255.2% | -234.5% | +19.1% |
| 3Y | +34.3% | +106.8% | -72.5% | +40.1% |
| All | +34.3% | +90.0% | -55.7% | +40.1% |
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 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