+51.8%
AVAV vs IAG
+746.3%
-694.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.3% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -13.9% | +28.9% | -42.8% | -18.1% |
| 3M | -29.2% | +19.1% | -48.4% | -31.9% |
| 6M | -36.1% | -10.3% | -25.9% | -36.4% |
| YTD | -40.2% | +24.2% | -64.4% | -43.4% |
| 1Y | -36.2% | +116.5% | -152.7% | -44.6% |
| All | +51.8% | +746.3% | -694.5% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling