+359.3%
AVAV vs IRM
+481.3%
-122.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | 0.0% | -5.1% | +5.0% | +2.3% |
| 30D | -9.9% | -3.3% | -6.7% | -8.5% |
| 3M | -34.7% | -8.2% | -26.5% | -32.4% |
| 6M | -26.6% | -12.8% | -13.9% | -23.2% |
| YTD | -48.9% | +36.6% | -85.6% | -56.0% |
| 1Y | -63.0% | +11.9% | -74.9% | -65.3% |
| 3Y | +1.6% | +105.1% | -103.5% | -27.6% |
| 5Y | +34.5% | +182.4% | -147.9% | -17.1% |
| 10Y | +359.3% | +505.1% | -145.9% | +114.5% |
| All | +359.3% | +481.3% | -122.0% | +114.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling