+1.6%
AVAV vs IFF
+24.7%
-23.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.4% |
| 7D | 0.0% | -9.8% | +9.8% | +2.6% |
| 30D | -9.9% | -1.6% | -8.3% | -9.7% |
| 3M | -34.7% | -1.8% | -32.9% | -34.6% |
| 6M | -26.6% | +3.6% | -30.3% | -27.6% |
| YTD | -48.9% | +25.4% | -74.3% | -51.6% |
| 1Y | -63.0% | +35.4% | -98.4% | -65.6% |
| 3Y | +1.6% | +23.9% | -22.3% | -1.1% |
| All | +1.6% | +24.7% | -23.1% | -1.1% |
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