+133.3%
IYR vs AVAV
+478.6%
-345.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -1.2% | -2.2% | +1.0% | -0.9% |
| 30D | -2.9% | -13.9% | +11.1% | -1.1% |
| 3M | +0.8% | -29.2% | +30.1% | +4.5% |
| 6M | +1.9% | -36.1% | +38.0% | +6.2% |
| YTD | +9.6% | -40.2% | +49.8% | +13.7% |
| 1Y | +8.1% | -36.2% | +44.3% | +9.7% |
| 3Y | +29.2% | +47.5% | -18.3% | +8.1% |
| 5Y | +4.3% | +39.3% | -35.0% | -15.3% |
| 10Y | +64.7% | +482.6% | -417.9% | -7.7% |
| All | +133.3% | +478.6% | -345.3% | +7.4% |
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