+7.5%
IYR vs AVAV
-35.3%
+42.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -0.1% |
| 7D | -0.4% | +3.2% | -3.6% | -0.4% |
| 30D | -2.5% | -20.3% | +17.8% | -2.3% |
| 3M | +1.5% | -19.4% | +20.9% | +1.9% |
| 6M | +3.9% | -35.3% | +39.1% | +4.6% |
| YTD | +9.5% | -38.5% | +48.0% | +11.2% |
| 1Y | +7.5% | -37.2% | +44.7% | +10.7% |
| All | +7.5% | -35.3% | +42.8% | +10.7% |
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