-40.3%
ACI vs IOVA
+49.0%
-89.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.3% |
| 7D | +0.2% | +9.7% | -9.6% | +0.1% |
| 30D | +5.9% | +102.5% | -96.6% | +4.9% |
| 3M | -19.8% | +100.7% | -120.5% | -20.6% |
| 6M | -24.7% | +106.3% | -131.1% | -25.6% |
| YTD | -24.4% | +222.0% | -246.4% | -25.8% |
| 1Y | -31.5% | +299.5% | -331.0% | -33.2% |
| All | -40.3% | +49.0% | -89.3% | -42.0% |
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 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