+6.1%
IOVA vs ACM
+128.0%
-121.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +5.1% | -0.3% | +5.4% | +5.3% |
| 30D | +37.2% | -12.9% | +50.1% | +46.5% |
| 3M | +117.5% | -6.4% | +123.9% | +120.9% |
| 6M | +69.6% | -29.2% | +98.8% | +102.9% |
| YTD | +218.7% | -29.9% | +248.6% | +279.0% |
| 1Y | +265.5% | -47.3% | +312.8% | +413.4% |
| 3Y | +46.2% | -19.6% | +65.8% | +60.5% |
| 5Y | -63.2% | +5.5% | -68.8% | -65.9% |
| 10Y | +6.1% | +129.7% | -123.6% | -44.3% |
| All | +6.1% | +128.0% | -121.9% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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