+216.7%
IAU vs AVAV
+423.1%
-206.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.6% | -10.8% | +1.5% |
| 7D | +4.9% | +3.2% | +1.7% | +4.7% |
| 30D | -1.4% | -7.4% | +6.0% | -1.2% |
| 3M | -4.8% | -32.0% | +27.2% | -3.8% |
| 6M | -12.5% | -24.6% | +12.1% | -12.0% |
| YTD | -4.2% | -47.5% | +43.3% | -3.1% |
| 1Y | +3.1% | -61.5% | +64.6% | +5.0% |
| 3Y | +110.0% | +5.5% | +104.5% | +107.5% |
| 5Y | +123.1% | +35.7% | +87.3% | +118.5% |
| 10Y | +216.7% | +379.1% | -162.4% | +224.1% |
| All | +216.7% | +423.1% | -206.4% | +224.1% |
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