-63.3%
IOVA vs ACM
+5.0%
-68.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +9.7% | -3.7% | +13.5% | +12.3% |
| 30D | +102.5% | -11.1% | +113.6% | +115.2% |
| 3M | +100.7% | -8.0% | +108.7% | +106.7% |
| 6M | +106.3% | -29.7% | +136.0% | +156.4% |
| YTD | +222.0% | -29.4% | +251.3% | +292.0% |
| 1Y | +299.5% | -46.4% | +346.0% | +497.0% |
| 3Y | +42.9% | -22.3% | +65.3% | +57.2% |
| All | -63.3% | +5.0% | -68.3% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling