+40.4%
AVAV vs IOVA
-64.9%
+105.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -1.8% |
| 7D | -2.2% | +9.7% | -12.0% | -2.9% |
| 30D | -13.9% | +102.5% | -116.5% | -19.4% |
| 3M | -29.2% | +100.7% | -129.9% | -34.0% |
| 6M | -36.1% | +106.3% | -142.5% | -41.0% |
| YTD | -40.2% | +222.0% | -262.2% | -47.1% |
| 1Y | -36.2% | +299.5% | -335.8% | -45.0% |
| 3Y | +47.5% | +42.9% | +4.6% | +29.6% |
| All | +40.4% | -64.9% | +105.3% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling