+139.3%
IP vs AVAV
+352.9%
-213.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.3% | +9.8% | +2.9% |
| 7D | +3.4% | -10.1% | +13.5% | +5.1% |
| 30D | +11.2% | -18.7% | +29.9% | +14.9% |
| 3M | -14.8% | -33.0% | +18.2% | -9.3% |
| 6M | +17.3% | -37.2% | +54.5% | +24.2% |
| YTD | -6.2% | -53.2% | +47.0% | +2.1% |
| 1Y | +2.3% | -69.0% | +71.3% | +19.3% |
| 3Y | +17.7% | -5.5% | +23.2% | +4.8% |
| 5Y | -8.4% | +20.1% | -28.5% | -26.3% |
| 10Y | +32.1% | +371.8% | -339.7% | -28.3% |
| All | +139.3% | +352.9% | -213.6% | +16.7% |
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