+308.9%
AVAV vs IOVA
+0.8%
+308.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.5% | -2.9% |
| 7D | +4.2% | -3.5% | +7.7% | +4.6% |
| 30D | -2.6% | -45.4% | +42.8% | +1.5% |
| 3M | -38.0% | +19.0% | -57.0% | -40.4% |
| 6M | -27.0% | +112.0% | -139.0% | -34.4% |
| YTD | -51.4% | +184.2% | -235.7% | -58.2% |
| 1Y | -60.2% | +222.0% | -282.2% | -66.2% |
| 3Y | -6.7% | +92.6% | -99.2% | -23.8% |
| 5Y | +28.3% | -63.2% | +91.5% | +15.0% |
| All | +308.9% | +0.8% | +308.1% | +219.5% |
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