+150.0%
IP vs AVAV
+478.6%
-328.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | -5.3% | -2.2% | -3.0% | -4.9% |
| 30D | -10.9% | -13.9% | +3.1% | -8.8% |
| 3M | +11.2% | -29.2% | +40.4% | +16.3% |
| 6M | -10.2% | -36.1% | +25.9% | -5.5% |
| YTD | -2.0% | -40.2% | +38.2% | +2.7% |
| 1Y | -19.1% | -36.2% | +17.1% | -17.2% |
| 3Y | +20.9% | +47.5% | -26.7% | -1.1% |
| 5Y | -17.8% | +39.3% | -57.1% | -35.2% |
| 10Y | +23.5% | +482.6% | -459.0% | -35.1% |
| All | +150.0% | +478.6% | -328.6% | +17.4% |
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