-69.0%
AVAV vs IFF
+44.8%
-113.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.9% | -3.4% | -7.0% |
| 7D | -10.1% | -3.3% | -6.8% | -9.3% |
| 30D | -18.7% | +5.3% | -24.0% | -19.9% |
| 3M | -33.0% | +8.9% | -41.9% | -34.9% |
| 6M | -37.2% | +26.3% | -63.5% | -40.2% |
| YTD | -53.2% | +32.2% | -85.4% | -54.2% |
| 1Y | -69.0% | +45.8% | -114.7% | -68.6% |
| All | -69.0% | +44.8% | -113.8% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling