+513.1%
AVAV vs IFF
+162.5%
+350.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +1.4% | -3.2% | +4.6% | +2.8% |
| 30D | -24.3% | -0.3% | -24.0% | -24.3% |
| 3M | -20.1% | +8.4% | -28.6% | -23.0% |
| 6M | -29.4% | +23.0% | -52.4% | -36.0% |
| YTD | -39.3% | +25.5% | -64.8% | -45.8% |
| 1Y | -39.3% | +29.1% | -68.4% | -46.9% |
| 3Y | +29.5% | +31.7% | -2.2% | +8.5% |
| 5Y | +56.3% | -35.2% | +91.5% | +73.5% |
| 10Y | +518.8% | -20.7% | +539.5% | +485.4% |
| All | +513.1% | +162.5% | +350.5% | +187.7% |
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