+68.0%
ACWI vs IOVA
-64.9%
+132.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.1% |
| 7D | +0.5% | +9.7% | -9.2% | 0.0% |
| 30D | +0.9% | +102.5% | -101.7% | -3.3% |
| 3M | +2.4% | +100.7% | -98.3% | -2.1% |
| 6M | +12.4% | +106.3% | -94.0% | +6.7% |
| YTD | +15.2% | +222.0% | -206.8% | +6.2% |
| 1Y | +22.7% | +299.5% | -276.8% | +11.1% |
| 3Y | +75.8% | +42.9% | +32.9% | +59.1% |
| All | +68.0% | -64.9% | +132.9% | +57.9% |
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