+16.7%
IOVA vs ACM
+147.1%
-130.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | -1.2% |
| 7D | +1.9% | +6.9% | -5.0% | -1.7% |
| 30D | -44.1% | +19.1% | -63.2% | -49.5% |
| 3M | +28.9% | -6.9% | +35.8% | +31.0% |
| 6M | +125.7% | -12.0% | +137.7% | +134.3% |
| YTD | +199.3% | -25.1% | +224.4% | +238.6% |
| 1Y | +255.2% | -45.4% | +300.6% | +383.4% |
| 3Y | +106.8% | -6.9% | +113.7% | +106.8% |
| 5Y | -67.1% | +3.7% | -70.8% | -69.4% |
| 10Y | +16.7% | +135.8% | -119.1% | -32.3% |
| All | +16.7% | +147.1% | -130.4% | -32.3% |
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