-41.4%
ACI vs IOVA
-67.3%
+25.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.9% |
| 7D | -5.9% | +1.9% | -7.8% | -5.9% |
| 30D | +7.2% | -44.1% | +51.3% | +7.7% |
| 3M | +8.8% | +28.9% | -20.0% | +8.5% |
| 6M | -17.2% | +125.7% | -142.9% | -17.9% |
| YTD | -21.3% | +199.3% | -220.5% | -22.3% |
| 1Y | -23.7% | +255.2% | -279.0% | -24.9% |
| 3Y | -32.8% | +106.8% | -139.7% | -33.7% |
| 5Y | -41.4% | -67.1% | +25.7% | -44.7% |
| All | -41.4% | -67.3% | +25.9% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling