+345.1%
AVAV vs IOVA
+7.2%
+337.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +9.9% | -7.0% | +16.9% | +10.6% |
| 30D | -5.4% | -44.4% | +39.0% | -1.6% |
| 3M | -36.5% | +24.7% | -61.2% | -39.3% |
| 6M | -25.3% | +118.6% | -143.9% | -33.0% |
| YTD | -48.6% | +196.3% | -244.9% | -55.9% |
| 1Y | -62.1% | +205.3% | -267.4% | -67.6% |
| 3Y | +2.3% | +103.8% | -101.5% | -16.9% |
| 5Y | +35.4% | -65.6% | +101.0% | +22.3% |
| 10Y | +345.1% | +6.4% | +338.6% | +247.5% |
| All | +345.1% | +7.2% | +337.9% | +247.5% |
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