+451.7%
ACN vs IOVA
-91.6%
+543.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.3% |
| 7D | -1.5% | +9.7% | -11.3% | -1.7% |
| 30D | +9.4% | +102.5% | -93.2% | +8.0% |
| 3M | +5.6% | +100.7% | -95.0% | +4.3% |
| 6M | -9.3% | +106.3% | -115.6% | -10.6% |
| YTD | -29.0% | +222.0% | -251.0% | -30.6% |
| 1Y | -24.7% | +299.5% | -324.2% | -26.8% |
| 3Y | -39.8% | +42.9% | -82.8% | -41.4% |
| 5Y | -40.9% | -65.0% | +24.1% | -42.0% |
| 10Y | +91.1% | +10.3% | +80.8% | +85.5% |
| All | +451.7% | -91.6% | +543.4% | +422.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling