-1.2%
AVAV vs IBN
+58.3%
-59.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +9.9% | +11.1% | -1.3% | +7.6% |
| 30D | -5.4% | +23.9% | -29.3% | -9.8% |
| 3M | -36.5% | +16.3% | -52.8% | -38.6% |
| 6M | -25.3% | +34.2% | -59.5% | -30.4% |
| YTD | -48.6% | +17.6% | -66.1% | -50.9% |
| 1Y | -62.1% | +13.8% | -75.9% | -63.6% |
| All | -1.2% | +58.3% | -59.5% | -16.9% |
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