+85.7%
IEF vs AVAV
+407.8%
-322.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.6% | -12.7% | +0.1% |
| 7D | +0.3% | +3.2% | -2.8% | +0.4% |
| 30D | +2.7% | -7.4% | +10.1% | +2.6% |
| 3M | -0.8% | -32.0% | +31.2% | -1.2% |
| 6M | -1.7% | -24.6% | +22.9% | -1.8% |
| YTD | -1.6% | -47.5% | +45.9% | -2.1% |
| 1Y | -1.6% | -61.5% | +59.9% | -2.5% |
| 3Y | +12.4% | +5.5% | +6.9% | +13.8% |
| 5Y | -7.6% | +35.7% | -43.3% | -5.4% |
| 10Y | +7.6% | +379.1% | -371.5% | +16.7% |
| All | +85.7% | +407.8% | -322.2% | +108.8% |
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