+97.7%
IAU vs AVAV
-3.9%
+101.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.3% |
| 7D | -4.6% | +4.2% | -8.8% | -4.8% |
| 30D | -5.4% | -2.6% | -2.9% | -5.4% |
| 3M | -10.9% | -38.0% | +27.1% | -9.0% |
| 6M | -17.4% | -27.0% | +9.6% | -16.5% |
| YTD | -10.2% | -51.4% | +41.2% | -8.4% |
| 1Y | -7.1% | -60.2% | +53.2% | -4.5% |
| 3Y | +97.7% | -6.7% | +104.4% | +92.1% |
| All | +97.7% | -3.9% | +101.6% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling