+53.0%
AVAV vs IFF
-35.9%
+88.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.8% | -4.9% |
| 7D | -3.2% | -3.0% | -0.1% | -2.3% |
| 30D | -25.6% | -0.9% | -24.6% | -25.4% |
| 3M | -20.2% | +11.8% | -32.1% | -22.8% |
| 6M | -38.1% | +16.5% | -54.6% | -40.9% |
| YTD | -41.8% | +26.5% | -68.3% | -45.8% |
| 1Y | -39.0% | +32.7% | -71.7% | -44.4% |
| 3Y | +24.1% | +32.0% | -7.9% | +10.9% |
| 5Y | +53.0% | -36.1% | +89.1% | +57.6% |
| All | +53.0% | -35.9% | +88.9% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling