+8.5%
AVTR vs IOVA
-46.2%
+54.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.5% | -7.0% | +7.5% | +1.2% |
| 30D | +1.5% | -44.4% | +46.0% | +6.6% |
| 3M | +14.2% | +24.7% | -10.4% | +9.1% |
| 6M | +97.4% | +118.6% | -21.3% | +73.7% |
| YTD | +37.3% | +196.3% | -159.1% | +14.2% |
| 1Y | +36.8% | +205.3% | -168.5% | +12.9% |
| 3Y | -15.2% | +103.8% | -119.0% | -35.0% |
| 5Y | -59.2% | -65.6% | +6.4% | -63.5% |
| All | +8.5% | -46.2% | +54.7% | -3.5% |
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