+10.5%
IEF vs AVAV
-3.9%
+14.4%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | -0.2% |
| 7D | -2.0% | +4.2% | -6.2% | -2.0% |
| 30D | +0.7% | -2.6% | +3.3% | +0.7% |
| 3M | -2.5% | -38.0% | +35.5% | -2.2% |
| 6M | -2.6% | -27.0% | +24.4% | -2.4% |
| YTD | -3.2% | -51.4% | +48.2% | -2.9% |
| 1Y | -3.0% | -60.2% | +57.2% | -2.7% |
| 3Y | +10.5% | -6.7% | +17.2% | +9.4% |
| All | +10.5% | -3.9% | +14.4% | +9.4% |
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