+69.2%
IEMG vs AVAV
-1.1%
+70.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.1% |
| 7D | +5.3% | +18.4% | -13.1% | +3.8% |
| 30D | -7.2% | -4.9% | -2.2% | -7.0% |
| 3M | -8.1% | -37.7% | +29.5% | -5.2% |
| 6M | -6.7% | -28.4% | +21.7% | -5.3% |
| YTD | +11.6% | -50.0% | +61.7% | +15.1% |
| 1Y | +11.4% | -62.6% | +74.0% | +17.2% |
| All | +69.2% | -1.1% | +70.4% | +62.1% |
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 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