+8.4%
IEF vs AVAV
+339.7%
-331.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -0.8% | +9.9% | -10.7% | -0.8% |
| 30D | +2.0% | -5.4% | +7.4% | +2.0% |
| 3M | -1.1% | -36.5% | +35.5% | -1.0% |
| 6M | -1.9% | -25.3% | +23.3% | -1.9% |
| YTD | -2.2% | -48.6% | +46.3% | -2.2% |
| 1Y | -2.3% | -62.1% | +59.8% | -2.3% |
| 3Y | +11.6% | +2.3% | +9.3% | +11.9% |
| 5Y | -7.1% | +35.4% | -42.4% | -6.6% |
| All | +8.4% | +339.7% | -331.3% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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