-5.1%
AVAV vs IBN
+51.2%
-56.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.2% | +6.3% | +9.6% |
| 7D | -10.6% | +15.1% | -25.7% | -13.1% |
| 30D | -18.8% | +21.6% | -40.4% | -22.2% |
| 3M | -34.1% | +11.2% | -45.3% | -35.6% |
| 6M | -35.3% | +27.8% | -63.1% | -39.0% |
| YTD | -53.4% | +14.7% | -68.1% | -55.2% |
| 1Y | -65.6% | +14.4% | -80.1% | -67.0% |
| 3Y | -5.1% | +52.1% | -57.2% | -15.3% |
| All | -5.1% | +51.2% | -56.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling