-22.5%
ACN vs IOVA
-67.9%
+45.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.6% | -1.9% |
| 7D | +0.9% | -5.2% | +6.1% | +1.0% |
| 30D | +33.5% | -37.8% | +71.3% | +35.2% |
| 3M | +53.5% | +29.5% | +24.0% | +50.0% |
| 6M | +52.2% | +96.6% | -44.3% | +44.9% |
| YTD | -0.1% | +194.5% | -194.6% | -7.6% |
| 1Y | +11.0% | +248.1% | -237.0% | +1.5% |
| 3Y | -11.8% | +86.1% | -97.9% | -21.6% |
| All | -22.5% | -67.9% | +45.4% | -26.9% |
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