+504.5%
AVAV vs IRM
+1,122.8%
-618.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -2.3% |
| 7D | -2.2% | -0.5% | -1.8% | -2.1% |
| 30D | -13.9% | -8.1% | -5.9% | -11.5% |
| 3M | -29.2% | -9.7% | -19.6% | -27.3% |
| 6M | -36.1% | +10.0% | -46.1% | -38.9% |
| YTD | -40.2% | +43.0% | -83.2% | -48.1% |
| 1Y | -36.2% | +32.7% | -68.9% | -43.2% |
| 3Y | +47.5% | +102.7% | -55.2% | +11.5% |
| 5Y | +39.3% | +187.6% | -148.3% | -7.7% |
| 10Y | +482.6% | +420.1% | +62.5% | +203.7% |
| All | +504.5% | +1,122.8% | -618.3% | +130.6% |
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