+151.8%
ACN vs IOVA
-0.9%
+152.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.7% | +4.2% | -1.1% |
| 7D | -5.7% | -1.4% | -4.3% | -5.7% |
| 30D | +17.0% | -47.4% | +64.4% | +20.6% |
| 3M | +39.9% | +13.2% | +26.7% | +36.6% |
| 6M | +50.2% | +114.3% | -64.1% | +39.1% |
| YTD | -4.2% | +179.5% | -183.6% | -13.9% |
| 1Y | +4.3% | +200.4% | -196.1% | -7.1% |
| 3Y | -17.1% | +92.2% | -109.3% | -29.7% |
| 5Y | -26.5% | -63.8% | +37.3% | -32.4% |
| All | +151.8% | -0.9% | +152.7% | +108.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling