+359.3%
AVAV vs IOVA
+12.2%
+347.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | 0.0% | -8.5% | +8.5% | +0.8% |
| 30D | -9.9% | -44.7% | +34.8% | -6.3% |
| 3M | -34.7% | +26.2% | -61.0% | -37.6% |
| 6M | -26.6% | +123.2% | -149.8% | -34.3% |
| YTD | -48.9% | +196.0% | -244.9% | -56.2% |
| 1Y | -63.0% | +240.9% | -303.9% | -68.8% |
| 3Y | +1.6% | +103.5% | -102.0% | -17.5% |
| 5Y | +34.5% | -65.5% | +100.0% | +21.4% |
| 10Y | +359.3% | +7.0% | +352.3% | +259.0% |
| All | +359.3% | +12.2% | +347.1% | +259.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling