-1.2%
AVAV vs IOVA
+107.4%
-108.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +9.9% | -7.0% | +16.9% | +10.4% |
| 30D | -5.4% | -44.4% | +39.0% | -2.8% |
| 3M | -36.5% | +24.7% | -61.2% | -39.0% |
| 6M | -25.3% | +118.6% | -143.9% | -31.9% |
| YTD | -48.6% | +196.3% | -244.9% | -54.8% |
| 1Y | -62.1% | +205.3% | -267.4% | -66.8% |
| All | -1.2% | +107.4% | -108.6% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling