-0.3%
ACGL vs IOVA
+131.3%
-131.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -1.7% |
| 7D | -0.7% | +9.7% | -10.5% | -0.7% |
| 30D | -1.0% | +102.5% | -103.5% | -0.8% |
| 3M | +11.0% | +100.7% | -89.6% | +11.4% |
| 6M | -0.3% | +106.3% | -106.7% | -0.5% |
| All | -0.3% | +131.3% | -131.6% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling