+345.1%
AVAV vs IBB
+133.2%
+211.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | +9.9% | -1.4% | +11.2% | +11.4% |
| 30D | -5.4% | +6.8% | -12.2% | -9.5% |
| 3M | -36.5% | +9.2% | -45.8% | -40.6% |
| 6M | -25.3% | +28.3% | -53.6% | -37.5% |
| YTD | -48.6% | +29.4% | -77.9% | -57.3% |
| 1Y | -62.1% | +33.2% | -95.2% | -69.1% |
| 3Y | +2.3% | +90.2% | -87.9% | -36.7% |
| 5Y | +35.4% | +44.0% | -8.6% | +0.3% |
| 10Y | +345.1% | +133.1% | +212.0% | +140.5% |
| All | +345.1% | +133.2% | +211.9% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling