+117.6%
IEMG vs AVAV
+416.1%
-298.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.1% |
| 7D | +2.7% | +4.2% | -1.5% | +2.1% |
| 30D | -5.7% | -2.6% | -3.2% | -5.7% |
| 3M | -8.8% | -38.0% | +29.2% | -4.1% |
| 6M | -8.9% | -27.0% | +18.1% | -7.0% |
| YTD | +11.2% | -51.4% | +62.6% | +17.3% |
| 1Y | +12.2% | -60.2% | +72.4% | +20.9% |
| 3Y | +68.5% | -6.7% | +75.2% | +56.7% |
| 5Y | +34.3% | +28.3% | +6.0% | +15.2% |
| 10Y | +131.1% | +320.5% | -189.3% | +57.0% |
| All | +117.6% | +416.1% | -298.5% | +39.1% |
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 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