+36.5%
IJH vs AVAV
+28.1%
+8.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.2% |
| 7D | +2.3% | +4.2% | -1.9% | +1.7% |
| 30D | +2.1% | -2.6% | +4.6% | +2.1% |
| 3M | -5.7% | -38.0% | +32.3% | -0.9% |
| 6M | +1.4% | -27.0% | +28.4% | +3.4% |
| YTD | +12.6% | -51.4% | +64.1% | +18.5% |
| 1Y | +16.1% | -60.2% | +76.3% | +25.1% |
| 3Y | +57.8% | -6.7% | +64.5% | +42.9% |
| All | +36.5% | +28.1% | +8.4% | +9.5% |
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