+133.9%
IYR vs AVAV
+351.0%
-217.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.5% | -11.1% | -2.0% |
| 7D | +2.0% | -10.6% | +12.6% | +3.3% |
| 30D | +8.2% | -18.8% | +27.0% | +11.0% |
| 3M | -1.7% | -34.1% | +32.4% | +3.4% |
| 6M | -0.4% | -35.3% | +34.9% | +3.4% |
| YTD | +9.9% | -53.4% | +63.3% | +17.3% |
| 1Y | +10.4% | -65.6% | +76.1% | +23.1% |
| 3Y | +38.4% | -5.1% | +43.5% | +24.0% |
| 5Y | +5.2% | +18.5% | -13.3% | -13.2% |
| 10Y | +83.8% | +369.8% | -286.0% | +5.6% |
| All | +133.9% | +351.0% | -217.2% | +10.9% |
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