-61.6%
AVAV vs IRE
-84.4%
+22.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.0% | -15.7% | -3.2% |
| 7D | -2.2% | +54.8% | -57.0% | -7.0% |
| 30D | -13.9% | +18.4% | -32.3% | -16.6% |
| 3M | -29.2% | -66.7% | +37.5% | -24.1% |
| 6M | -36.1% | -52.3% | +16.2% | -39.6% |
| YTD | -40.2% | -52.3% | +12.1% | -45.5% |
| All | -61.6% | -84.4% | +22.8% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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