-62.6%
AVAV vs IFF
+26.2%
-88.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.1% | -2.1% |
| 7D | +18.4% | -6.9% | +25.3% | +20.6% |
| 30D | -4.9% | -8.9% | +3.9% | -2.6% |
| 3M | -37.7% | -3.7% | -34.0% | -37.2% |
| 6M | -28.4% | +3.5% | -31.9% | -29.5% |
| YTD | -50.0% | +21.2% | -71.2% | -49.9% |
| 1Y | -62.6% | +25.6% | -88.2% | -61.4% |
| All | -62.6% | +26.2% | -88.8% | -61.4% |
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