-64.2%
AVTR vs IOVA
-63.1%
-1.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.5% |
| 7D | +2.7% | +9.7% | -7.1% | +1.9% |
| 30D | +12.1% | +102.5% | -90.5% | +5.1% |
| 3M | +57.2% | +100.7% | -43.4% | +46.6% |
| 6M | +73.1% | +106.3% | -33.3% | +59.5% |
| YTD | +30.6% | +222.0% | -191.3% | +14.7% |
| 1Y | +13.5% | +299.5% | -286.1% | -3.0% |
| 3Y | -31.0% | +42.9% | -73.9% | -40.4% |
| All | -64.2% | -63.1% | -1.0% | -68.9% |
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 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