-45.3%
ACHR vs IOVA
-82.8%
+37.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.4% |
| 7D | -5.4% | -6.4% | +1.1% | -4.5% |
| 30D | -19.7% | +25.4% | -45.2% | -22.8% |
| 3M | +7.9% | +115.3% | -107.4% | -5.9% |
| 6M | -13.8% | +56.5% | -70.3% | -22.1% |
| YTD | -27.5% | +198.2% | -225.7% | -41.5% |
| 1Y | -33.9% | +242.0% | -276.0% | -48.5% |
| 3Y | -20.0% | +36.8% | -56.8% | -38.0% |
| 5Y | -44.0% | -64.3% | +20.3% | -52.4% |
| All | -45.3% | -82.8% | +37.5% | -46.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling