+31.1%
AVAV vs IFF
+33.6%
-2.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | -20.3% | -0.3% | -20.0% | -20.3% |
| 3M | -19.4% | +18.6% | -38.0% | -22.7% |
| 6M | -35.3% | +17.4% | -52.6% | -37.9% |
| YTD | -38.5% | +28.5% | -67.0% | -42.1% |
| 1Y | -37.2% | +32.5% | -69.7% | -41.3% |
| 3Y | +31.1% | +34.1% | -2.9% | +20.0% |
| All | +31.1% | +33.6% | -2.5% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling