+379.1%
AVAV vs IBB
+139.6%
+239.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.8% | +9.8% | +10.6% |
| 7D | +3.2% | +2.7% | +0.4% | +1.5% |
| 30D | -7.4% | +6.3% | -13.7% | -11.1% |
| 3M | -32.0% | +11.1% | -43.1% | -37.1% |
| 6M | -24.6% | +29.2% | -53.8% | -37.2% |
| YTD | -47.5% | +30.2% | -77.7% | -56.7% |
| 1Y | -61.5% | +39.5% | -101.0% | -69.7% |
| 3Y | +5.5% | +92.3% | -86.9% | -35.2% |
| 5Y | +35.7% | +43.0% | -7.2% | +1.1% |
| 10Y | +379.1% | +137.1% | +242.0% | +155.0% |
| All | +379.1% | +139.6% | +239.5% | +155.0% |
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