+416.1%
AVAV vs IFF
+162.4%
+253.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.1% |
| 7D | 0.0% | -9.8% | +9.8% | +4.5% |
| 30D | -9.9% | -1.6% | -8.3% | -9.6% |
| 3M | -34.7% | -1.8% | -32.9% | -34.5% |
| 6M | -26.6% | +3.6% | -30.3% | -28.2% |
| YTD | -48.9% | +25.4% | -74.3% | -54.5% |
| 1Y | -63.0% | +35.4% | -98.4% | -68.3% |
| 3Y | +1.6% | +23.9% | -22.3% | -12.5% |
| 5Y | +34.5% | -37.1% | +71.6% | +51.5% |
| 10Y | +359.3% | -10.3% | +369.6% | +307.8% |
| All | +416.1% | +162.4% | +253.7% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling