+332.8%
AVAV vs IAG
+410.5%
-77.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.0% |
| 7D | +9.9% | +3.4% | +6.4% | +9.5% |
| 30D | -5.4% | -2.7% | -2.7% | -5.2% |
| 3M | -36.5% | -0.5% | -36.0% | -36.8% |
| 6M | -25.3% | -4.8% | -20.4% | -25.3% |
| YTD | -48.6% | +9.6% | -58.2% | -49.8% |
| 1Y | -62.1% | +32.2% | -94.3% | -63.8% |
| 3Y | +2.3% | +692.5% | -690.2% | -20.1% |
| 5Y | +35.4% | +447.6% | -412.2% | +5.0% |
| All | +332.8% | +410.5% | -77.6% | +235.4% |
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