+371.2%
AVAV vs IRM
+1,023.3%
-652.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.0% | +9.5% | +10.1% |
| 7D | -10.6% | -8.6% | -2.0% | -7.6% |
| 30D | -18.8% | -8.0% | -10.8% | -16.3% |
| 3M | -34.1% | -12.0% | -22.1% | -31.1% |
| 6M | -35.3% | -18.2% | -17.2% | -31.2% |
| YTD | -53.4% | +31.4% | -84.7% | -58.3% |
| 1Y | -65.6% | +9.2% | -74.8% | -67.2% |
| 3Y | -5.1% | +94.6% | -99.6% | -27.1% |
| 5Y | +18.5% | +170.2% | -151.6% | -19.6% |
| 10Y | +369.8% | +464.3% | -94.5% | +140.2% |
| All | +371.2% | +1,023.3% | -652.0% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling