+40.4%
AVAV vs IRM
+189.3%
-148.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -2.4% |
| 7D | -2.2% | -0.5% | -1.8% | -2.1% |
| 30D | -13.9% | -8.1% | -5.9% | -11.0% |
| 3M | -29.2% | -9.7% | -19.6% | -26.9% |
| 6M | -36.1% | +10.0% | -46.1% | -40.0% |
| YTD | -40.2% | +43.0% | -83.2% | -50.5% |
| 1Y | -36.2% | +32.7% | -68.9% | -45.4% |
| 3Y | +47.5% | +102.7% | -55.2% | -0.7% |
| All | +40.4% | +189.3% | -148.9% | -22.2% |
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