+134.0%
IEMG vs AVAV
+327.1%
-193.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.0% |
| 7D | +5.3% | +18.4% | -13.1% | +3.3% |
| 30D | -7.2% | -4.9% | -2.2% | -6.9% |
| 3M | -8.1% | -37.7% | +29.5% | -3.8% |
| 6M | -6.7% | -28.4% | +21.7% | -4.7% |
| YTD | +11.6% | -50.0% | +61.7% | +17.0% |
| 1Y | +11.4% | -62.6% | +74.0% | +20.4% |
| 3Y | +69.3% | -0.6% | +69.9% | +56.7% |
| 5Y | +34.9% | +31.9% | +3.0% | +16.1% |
| All | +134.0% | +327.1% | -193.2% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling