+12.4%
IYR vs AVAV
-68.0%
+80.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.3% | +11.5% | +3.3% |
| 7D | +6.9% | -10.1% | +17.0% | +7.1% |
| 30D | +10.2% | -18.7% | +29.0% | +10.6% |
| 3M | -0.3% | -33.0% | +32.7% | +0.3% |
| 6M | +3.6% | -37.2% | +40.8% | +4.3% |
| YTD | +12.5% | -53.2% | +65.7% | +14.9% |
| 1Y | +12.4% | -69.0% | +81.4% | +19.7% |
| All | +12.4% | -68.0% | +80.5% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling