+548.6%
IAU vs AVAV
+478.6%
+70.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -0.5% | -2.2% | +1.7% | -0.5% |
| 30D | +4.4% | -13.9% | +18.4% | +4.7% |
| 3M | -1.1% | -29.2% | +28.2% | -0.6% |
| 6M | -13.7% | -36.1% | +22.4% | -13.3% |
| YTD | +2.7% | -40.2% | +42.9% | +3.2% |
| 1Y | +24.6% | -36.2% | +60.8% | +25.0% |
| 3Y | +126.8% | +47.5% | +79.3% | +125.4% |
| 5Y | +139.5% | +39.3% | +100.2% | +137.7% |
| 10Y | +226.3% | +482.6% | -256.3% | +226.7% |
| All | +548.6% | +478.6% | +70.0% | +553.6% |
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