-92.0%
IOVA vs ACM
+172.0%
-264.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +9.7% | -3.7% | +13.5% | +11.8% |
| 30D | +102.5% | -11.1% | +113.6% | +112.4% |
| 3M | +100.7% | -8.0% | +108.7% | +105.6% |
| 6M | +106.3% | -29.7% | +136.0% | +142.3% |
| YTD | +222.0% | -29.4% | +251.3% | +273.8% |
| 1Y | +299.5% | -46.4% | +346.0% | +433.7% |
| 3Y | +42.9% | -22.3% | +65.3% | +58.8% |
| 5Y | -65.0% | +4.5% | -69.4% | -66.7% |
| 10Y | +10.3% | +127.6% | -117.4% | -30.4% |
| All | -92.0% | +172.0% | -264.0% | -95.4% |
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