+326.6%
AVAV vs IAG
+117.6%
+209.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.2% | -10.0% | -9.9% |
| 7D | -24.3% | +4.5% | -28.9% | -24.8% |
| 30D | -28.9% | -5.7% | -23.2% | -28.6% |
| 3M | -39.3% | +10.1% | -49.4% | -40.1% |
| 6M | -38.8% | +7.3% | -46.1% | -39.5% |
| YTD | -57.8% | +6.1% | -63.9% | -58.6% |
| 1Y | -70.9% | +46.8% | -117.7% | -72.3% |
| 3Y | -14.8% | +573.1% | -587.9% | -31.2% |
| 5Y | +7.3% | +477.6% | -470.3% | -15.0% |
| 10Y | +325.3% | +315.7% | +9.7% | +227.1% |
| All | +326.6% | +117.6% | +209.0% | +179.8% |
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