+379.1%
AVAV vs IRM
+480.4%
-101.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.1% | +8.5% | +10.9% |
| 7D | +3.2% | -3.8% | +6.9% | +5.0% |
| 30D | -7.4% | -3.2% | -4.2% | -5.9% |
| 3M | -32.0% | -7.8% | -24.2% | -29.7% |
| 6M | -24.6% | -12.7% | -11.9% | -21.0% |
| YTD | -47.5% | +36.7% | -84.2% | -54.7% |
| 1Y | -61.5% | +10.0% | -71.5% | -63.7% |
| 3Y | +5.5% | +107.2% | -101.8% | -25.1% |
| 5Y | +35.7% | +181.6% | -145.8% | -16.0% |
| 10Y | +379.1% | +481.1% | -102.1% | +126.0% |
| All | +379.1% | +480.4% | -101.3% | +126.0% |
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