+218.1%
IAU vs AVAV
+516.1%
-297.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -1.8% |
| 7D | +0.7% | +3.2% | -2.5% | +0.6% |
| 30D | +0.3% | -20.3% | +20.7% | +1.0% |
| 3M | +0.7% | -19.4% | +20.1% | +1.1% |
| 6M | -15.5% | -35.3% | +19.8% | -14.8% |
| YTD | +1.0% | -38.5% | +39.5% | +1.7% |
| 1Y | +19.6% | -37.2% | +56.8% | +20.2% |
| 3Y | +125.4% | +31.1% | +94.3% | +121.6% |
| 5Y | +140.7% | +41.0% | +99.7% | +135.2% |
| 10Y | +218.1% | +508.8% | -290.6% | +214.8% |
| All | +218.1% | +516.1% | -297.9% | +214.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling