-63.0%
AVAV vs IAG
+42.2%
-105.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.7% | +3.9% | -1.0% |
| 7D | 0.0% | +16.8% | -16.9% | -3.6% |
| 30D | -9.9% | -1.5% | -8.4% | -9.6% |
| 3M | -34.7% | +0.5% | -35.2% | -35.4% |
| 6M | -26.6% | -1.0% | -25.7% | -28.5% |
| YTD | -48.9% | +12.3% | -61.3% | -50.1% |
| 1Y | -63.0% | +39.2% | -102.3% | -66.3% |
| All | -63.0% | +42.2% | -105.3% | -66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling