+85.8%
IEF vs AVAV
+351.0%
-265.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.5% | -10.6% | 0.0% |
| 7D | +0.1% | -10.6% | +10.7% | 0.0% |
| 30D | +3.1% | -18.8% | +21.9% | +2.8% |
| 3M | -0.5% | -34.1% | +33.6% | -1.0% |
| 6M | -1.6% | -35.3% | +33.7% | -2.0% |
| YTD | -1.6% | -53.4% | +51.8% | -2.2% |
| 1Y | -1.5% | -65.6% | +64.2% | -2.6% |
| 3Y | +12.4% | -5.1% | +17.5% | +13.7% |
| 5Y | -7.5% | +18.5% | -26.0% | -5.5% |
| 10Y | +5.2% | +369.8% | -364.7% | +14.3% |
| All | +85.8% | +351.0% | -265.3% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling