+379.1%
AVAV vs IAG
+326.7%
+52.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.8% | +6.8% | +11.9% |
| 7D | +3.2% | +24.0% | -20.8% | +0.5% |
| 30D | -7.4% | +5.5% | -12.9% | -8.1% |
| 3M | -32.0% | +8.3% | -40.3% | -33.0% |
| 6M | -24.6% | +6.1% | -30.7% | -25.6% |
| YTD | -47.5% | +20.3% | -67.8% | -49.3% |
| 1Y | -61.5% | +56.5% | -118.0% | -63.9% |
| 3Y | +5.5% | +762.6% | -757.1% | -18.1% |
| 5Y | +35.7% | +546.3% | -510.5% | +4.0% |
| 10Y | +379.1% | +356.1% | +23.0% | +266.0% |
| All | +379.1% | +326.7% | +52.4% | +266.0% |
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