-14.4%
ACHR vs IOVA
+50.0%
-64.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | +4.9% | +5.1% | -0.2% | +4.2% |
| 30D | +4.3% | +37.2% | -32.9% | -0.1% |
| 3M | +1.7% | +117.5% | -115.8% | -9.6% |
| 6M | -6.9% | +69.6% | -76.5% | -15.3% |
| YTD | -22.5% | +218.7% | -241.2% | -36.1% |
| 1Y | -31.5% | +265.5% | -297.0% | -45.1% |
| 3Y | -14.4% | +46.2% | -60.6% | -43.2% |
| All | -14.4% | +50.0% | -64.4% | -43.2% |
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