+12.4%
IEF vs AVAV
-5.8%
+18.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.5% | -10.6% | -0.2% |
| 7D | +0.1% | -10.6% | +10.7% | +0.2% |
| 30D | +3.1% | -18.8% | +21.9% | +3.2% |
| 3M | -0.5% | -34.1% | +33.6% | -0.2% |
| 6M | -1.6% | -35.3% | +33.7% | -1.4% |
| YTD | -1.6% | -53.4% | +51.8% | -1.2% |
| 1Y | -1.5% | -65.6% | +64.2% | -1.0% |
| 3Y | +12.4% | -5.1% | +17.5% | +9.2% |
| All | +12.4% | -5.8% | +18.2% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling