+5.4%
IYR vs AVAV
+18.1%
-12.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.5% | -11.1% | -1.3% |
| 7D | +2.0% | -10.6% | +12.6% | +2.6% |
| 30D | +8.2% | -18.8% | +27.0% | +9.5% |
| 3M | -1.7% | -34.1% | +32.4% | +0.7% |
| 6M | -0.4% | -35.3% | +34.9% | +1.5% |
| YTD | +9.9% | -53.4% | +63.3% | +13.7% |
| 1Y | +10.4% | -65.6% | +76.1% | +17.1% |
| 3Y | +38.4% | -5.1% | +43.5% | +26.2% |
| All | +5.4% | +18.1% | -12.7% | -11.0% |
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