+320.5%
AVAV vs IAG
+384.2%
-63.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.1% | +2.3% | -2.2% |
| 7D | +18.4% | -2.1% | +20.4% | +18.8% |
| 30D | -4.9% | -6.2% | +1.2% | -4.3% |
| 3M | -37.7% | -5.1% | -32.5% | -37.5% |
| 6M | -28.4% | -10.0% | -18.5% | -28.0% |
| YTD | -50.0% | +3.9% | -54.0% | -50.9% |
| 1Y | -62.6% | +18.9% | -81.5% | -63.8% |
| 3Y | -0.6% | +651.8% | -652.4% | -21.9% |
| 5Y | +31.9% | +416.3% | -384.3% | +3.0% |
| All | +320.5% | +384.2% | -63.7% | +228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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