+56.5%
IOT vs AVAV
+129.3%
-72.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.4% | +1.6% | -2.4% |
| 7D | +5.1% | -3.2% | +8.2% | +5.9% |
| 30D | -3.0% | -25.6% | +22.5% | +3.9% |
| 3M | +15.0% | -20.2% | +35.2% | +19.1% |
| 6M | +13.1% | -38.1% | +51.2% | +23.6% |
| YTD | +9.0% | -41.8% | +50.8% | +17.8% |
| 1Y | +0.1% | -39.0% | +39.2% | +5.1% |
| 3Y | +26.4% | +24.1% | +2.4% | -9.6% |
| All | +56.5% | +129.3% | -72.8% | -40.9% |
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