+19.6%
AVAV vs IAG
+515.1%
-495.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +7.2% | +3.3% | +9.3% |
| 7D | -10.6% | +21.4% | -32.0% | -13.4% |
| 30D | -18.8% | +4.0% | -22.8% | -19.5% |
| 3M | -34.1% | +17.0% | -51.1% | -36.1% |
| 6M | -35.3% | +1.4% | -36.7% | -36.1% |
| YTD | -53.4% | +13.8% | -67.1% | -55.2% |
| 1Y | -65.6% | +55.8% | -121.5% | -68.3% |
| 3Y | -5.1% | +647.4% | -652.5% | -30.3% |
| All | +19.6% | +515.1% | -495.5% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling