-92.7%
IOVA vs ACM
+174.1%
-266.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.8% | +3.9% |
| 7D | -5.2% | +5.4% | -10.6% | -7.6% |
| 30D | -37.8% | +15.1% | -52.9% | -42.3% |
| 3M | +29.5% | -10.5% | +39.9% | +33.9% |
| 6M | +96.6% | -19.7% | +116.3% | +113.2% |
| YTD | +194.5% | -28.8% | +223.3% | +237.2% |
| 1Y | +248.1% | -47.9% | +295.9% | +367.2% |
| 3Y | +86.1% | -12.4% | +98.5% | +92.7% |
| 5Y | -67.8% | +0.6% | -68.4% | -69.2% |
| 10Y | +38.6% | +161.3% | -122.6% | -18.2% |
| All | -92.7% | +174.1% | -266.8% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling