+504.5%
AVAV vs IAG
+154.7%
+349.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -13.9% | +28.9% | -42.8% | -16.3% |
| 3M | -29.2% | +19.1% | -48.4% | -30.7% |
| 6M | -36.1% | -10.3% | -25.9% | -35.9% |
| YTD | -40.2% | +24.2% | -64.4% | -42.1% |
| 1Y | -36.2% | +116.5% | -152.7% | -41.6% |
| 3Y | +47.5% | +742.8% | -695.3% | +16.6% |
| 5Y | +39.3% | +753.3% | -714.1% | +6.6% |
| 10Y | +482.6% | +403.2% | +79.4% | +339.3% |
| All | +504.5% | +154.7% | +349.8% | +291.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling