-69.0%
AVAV vs IOVA
+362.8%
-431.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.9% | -8.3% |
| 7D | -10.1% | -41.3% | +31.2% | -9.4% |
| 30D | -18.7% | -38.5% | +19.8% | -18.3% |
| 3M | -33.0% | +99.5% | -132.5% | -37.6% |
| 6M | -37.2% | +126.0% | -163.2% | -42.2% |
| YTD | -53.2% | +218.7% | -271.9% | -57.8% |
| 1Y | -69.0% | +378.0% | -447.0% | -72.1% |
| All | -69.0% | +362.8% | -431.8% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 1y: compounded portfolio wealth divided by compounded IOVA 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…
1y analysis · Full analysis span regression · 6 months rolling