-60.4%
IOVA vs ACM
+1.1%
-61.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -3.5% | +5.6% | -9.1% | -6.5% |
| 30D | -45.4% | +20.8% | -66.2% | -51.4% |
| 3M | +19.0% | +11.4% | +7.6% | +10.1% |
| 6M | +112.0% | +0.9% | +111.1% | +103.7% |
| YTD | +184.2% | -24.8% | +209.1% | +230.6% |
| 1Y | +222.0% | -46.4% | +268.4% | +384.9% |
| 3Y | +92.6% | -9.2% | +101.8% | +89.1% |
| All | -60.4% | +1.1% | -61.5% | -65.3% |
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 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