+400.9%
AVAV vs IOVA
-92.3%
+493.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.9% | +6.6% | +10.4% |
| 7D | -10.6% | -5.2% | -5.4% | -10.5% |
| 30D | -18.8% | -37.8% | +19.0% | -18.1% |
| 3M | -34.1% | +29.5% | -63.6% | -34.9% |
| 6M | -35.3% | +96.6% | -131.9% | -37.0% |
| YTD | -53.4% | +194.5% | -247.9% | -55.2% |
| 1Y | -65.6% | +248.1% | -313.7% | -67.2% |
| 3Y | -5.1% | +86.1% | -91.2% | -9.5% |
| 5Y | +18.5% | -67.8% | +86.4% | +15.2% |
| 10Y | +369.8% | +38.6% | +331.2% | +345.2% |
| All | +400.9% | -92.3% | +493.3% | +365.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling