+145.4%
IEMG vs AVAV
+535.3%
-389.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.9% |
| 7D | +2.2% | -2.2% | +4.5% | +2.5% |
| 30D | +4.6% | -13.9% | +18.5% | +6.3% |
| 3M | +0.4% | -29.2% | +29.6% | +3.6% |
| 6M | +16.4% | -36.1% | +52.5% | +20.8% |
| YTD | +25.4% | -40.2% | +65.6% | +29.7% |
| 1Y | +38.3% | -36.2% | +74.5% | +40.8% |
| 3Y | +84.1% | +47.5% | +36.5% | +61.5% |
| 5Y | +49.0% | +39.3% | +9.7% | +27.4% |
| 10Y | +141.8% | +482.6% | -340.7% | +57.8% |
| All | +145.4% | +535.3% | -389.8% | +53.8% |
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