+50.6%
IEMG vs AVAV
+44.7%
+5.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.2% |
| 7D | +2.8% | +3.2% | -0.4% | +2.5% |
| 30D | +4.6% | -20.3% | +25.0% | +6.4% |
| 3M | +5.5% | -19.4% | +24.9% | +6.6% |
| 6M | +19.7% | -35.3% | +55.0% | +22.5% |
| YTD | +25.5% | -38.5% | +64.0% | +28.0% |
| 1Y | +35.5% | -37.2% | +72.7% | +37.4% |
| 3Y | +88.0% | +31.1% | +56.9% | +75.7% |
| 5Y | +50.6% | +41.0% | +9.6% | +35.9% |
| All | +50.6% | +44.7% | +5.9% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling