+27.7%
AVAV vs IRM
+187.5%
-159.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | +4.2% | +6.8% | -2.6% | +1.4% |
| 30D | -2.6% | +2.6% | -5.2% | -3.4% |
| 3M | -38.0% | -9.5% | -28.5% | -35.3% |
| 6M | -27.0% | -8.5% | -18.5% | -25.0% |
| YTD | -51.4% | +40.3% | -91.7% | -59.5% |
| 1Y | -60.2% | +28.7% | -88.9% | -65.5% |
| 3Y | -6.7% | +111.8% | -118.5% | -38.8% |
| All | +27.7% | +187.5% | -159.8% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling