-67.9%
IOVA vs ACM
-2.7%
-65.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.8% | +3.9% |
| 7D | -5.2% | +5.4% | -10.6% | -8.0% |
| 30D | -37.8% | +15.1% | -52.9% | -43.0% |
| 3M | +29.5% | -10.5% | +39.9% | +35.7% |
| 6M | +96.6% | -19.7% | +116.3% | +119.9% |
| YTD | +194.5% | -28.8% | +223.3% | +253.0% |
| 1Y | +248.1% | -47.9% | +295.9% | +427.1% |
| 3Y | +86.1% | -12.4% | +98.5% | +86.5% |
| All | -67.9% | -2.7% | -65.1% | -71.1% |
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