Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AVAV vs IRM✓SelectedUSD · IRMAVAV vs IRM performance historyLatest closeAs of-1.74%09/04
Stock and ETF performance explorer

AVAV vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-36.2%
IRM return
+34.4%
Excess return
-70.6%
Maximum drawdown
-66.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
1D-1.7%+1.6%-3.4%-2.3%
7D-2.2%-0.5%-1.8%-2.1%
30D-13.9%-8.1%-5.9%-11.5%
3M-29.2%-9.7%-19.6%-27.0%
6M-36.1%+10.0%-46.1%-41.7%
YTD-40.2%+43.0%-83.2%-55.1%
1Y-36.2%+32.7%-68.9%-44.9%
All-36.2%+34.4%-70.6%-44.9%

Cumulative growth

Daily Returns

Daily percentage return beside IRM.

Daily Out/Under-Performance

Portfolio return minus IRM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…

1y analysis · Full analysis span regression · 6 months rolling