-1.3%
IEF vs AVAV
-35.3%
+34.0%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.1% |
| 7D | +0.1% | +3.2% | -3.1% | 0.0% |
| 30D | -0.7% | -20.3% | +19.6% | -0.5% |
| 3M | -0.4% | -19.4% | +19.0% | -0.2% |
| 6M | -2.5% | -35.3% | +32.8% | -2.2% |
| YTD | -1.6% | -38.5% | +36.9% | -1.2% |
| 1Y | -1.3% | -37.2% | +35.9% | -2.2% |
| All | -1.3% | -35.3% | +34.0% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling