+990.2%
IBKR vs AVAV
+519.3%
+470.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.3% | +1.4% | -2.8% | -1.6% |
| 30D | -0.2% | -24.3% | +24.1% | +4.0% |
| 3M | +3.0% | -20.1% | +23.1% | +5.3% |
| 6M | +33.9% | -29.4% | +63.2% | +38.6% |
| YTD | +42.5% | -39.3% | +81.9% | +49.1% |
| 1Y | +44.9% | -39.3% | +84.2% | +51.1% |
| 3Y | +293.0% | +29.5% | +263.5% | +245.1% |
| 5Y | +497.7% | +56.3% | +441.3% | +385.5% |
| All | +990.2% | +519.3% | +470.9% | +478.8% |
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