+137.9%
IEMG vs AVAV
+520.8%
-382.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.5% | -2.5% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +2.1% | -25.0% | +27.1% | +5.2% |
| 3M | +4.6% | -15.0% | +19.6% | +5.6% |
| 6M | +14.0% | -33.6% | +47.7% | +17.6% |
| YTD | +22.3% | -39.2% | +61.5% | +25.9% |
| 1Y | +30.7% | -40.5% | +71.2% | +34.0% |
| 3Y | +83.2% | +29.6% | +53.6% | +65.0% |
| 5Y | +47.0% | +56.7% | -9.7% | +24.8% |
| All | +137.9% | +520.8% | -382.9% | +70.7% |
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