+499.0%
AVAV vs IAG
+371.9%
+127.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -13.9% | +28.9% | -42.8% | -16.7% |
| 3M | -29.2% | +19.1% | -48.4% | -30.9% |
| 6M | -36.1% | -10.3% | -25.9% | -36.0% |
| YTD | -40.2% | +24.2% | -64.4% | -42.4% |
| 1Y | -36.2% | +116.5% | -152.7% | -42.2% |
| 3Y | +47.5% | +742.8% | -695.3% | +14.6% |
| 5Y | +39.3% | +753.3% | -714.1% | +4.3% |
| All | +499.0% | +371.9% | +127.1% | +358.9% |
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