+1,000.6%
ACGL vs IOVA
-91.6%
+1,092.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -1.7% |
| 7D | -0.7% | +9.7% | -10.5% | -0.8% |
| 30D | -1.0% | +102.5% | -103.5% | -1.6% |
| 3M | +11.0% | +100.7% | -89.6% | +10.3% |
| 6M | -0.3% | +106.3% | -106.7% | -1.1% |
| YTD | +2.3% | +222.0% | -219.7% | +1.0% |
| 1Y | +6.4% | +299.5% | -293.2% | +4.8% |
| 3Y | +34.0% | +42.9% | -9.0% | +32.0% |
| 5Y | +161.6% | -65.0% | +226.6% | +159.1% |
| 10Y | +278.6% | +10.3% | +268.3% | +274.0% |
| All | +1,000.6% | -91.6% | +1,092.3% | +1,001.4% |
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 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