-12.3%
IP vs AVAV
+7.1%
-19.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.8% | +5.9% | -3.1% |
| 7D | -5.0% | -24.3% | +19.3% | -2.7% |
| 30D | +6.5% | -28.9% | +35.4% | +9.6% |
| 3M | -18.0% | -39.3% | +21.2% | -14.6% |
| 6M | +10.3% | -38.8% | +49.1% | +14.1% |
| YTD | -9.9% | -57.8% | +47.9% | -4.7% |
| 1Y | -1.1% | -70.9% | +69.8% | +8.1% |
| 3Y | +13.0% | -14.8% | +27.8% | +6.2% |
| 5Y | -12.3% | +7.3% | -19.6% | -18.1% |
| All | -12.3% | +7.1% | -19.3% | -18.1% |
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 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