+92.6%
IOVA vs ACM
-9.1%
+101.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -3.5% | +5.6% | -9.1% | -6.2% |
| 30D | -45.4% | +20.8% | -66.2% | -50.8% |
| 3M | +19.0% | +11.4% | +7.6% | +11.1% |
| 6M | +112.0% | +0.9% | +111.1% | +105.1% |
| YTD | +184.2% | -24.8% | +209.1% | +234.2% |
| 1Y | +222.0% | -46.4% | +268.4% | +407.9% |
| 3Y | +92.6% | -9.2% | +101.8% | +49.7% |
| All | +92.6% | -9.1% | +101.7% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling