+2.6%
AVTR vs IOVA
-45.9%
+48.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.4% |
| 7D | -2.0% | -6.4% | +4.4% | -1.4% |
| 30D | +8.1% | +25.4% | -17.4% | +5.2% |
| 3M | +54.2% | +115.3% | -61.1% | +39.2% |
| 6M | +82.6% | +56.5% | +26.0% | +69.2% |
| YTD | +29.8% | +198.2% | -168.3% | +10.2% |
| 1Y | +18.0% | +242.0% | -224.0% | -2.4% |
| 3Y | -26.4% | +36.8% | -63.3% | -39.8% |
| 5Y | -64.8% | -64.3% | -0.6% | -68.3% |
| All | +2.6% | -45.9% | +48.5% | -6.9% |
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