-16.1%
IP vs AVAV
+39.7%
-55.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.3% |
| 7D | -5.3% | -2.2% | -3.0% | -5.1% |
| 30D | -10.9% | -13.9% | +3.1% | -9.8% |
| 3M | +11.2% | -29.2% | +40.4% | +13.8% |
| 6M | -10.2% | -36.1% | +25.9% | -7.7% |
| YTD | -2.0% | -40.2% | +38.2% | +0.7% |
| 1Y | -19.1% | -36.2% | +17.1% | -17.9% |
| 3Y | +20.9% | +47.5% | -26.7% | +7.7% |
| All | -16.1% | +39.7% | -55.8% | -26.9% |
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