+4.5%
IEF vs AVAV
+516.1%
-511.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.1% |
| 7D | +0.1% | +3.2% | -3.1% | +0.1% |
| 30D | -0.7% | -20.3% | +19.6% | -0.7% |
| 3M | -0.4% | -19.4% | +19.0% | -0.4% |
| 6M | -2.5% | -35.3% | +32.8% | -2.5% |
| YTD | -1.6% | -38.5% | +36.9% | -1.6% |
| 1Y | -1.3% | -37.2% | +35.9% | -1.3% |
| 3Y | +10.1% | +31.1% | -21.0% | +10.5% |
| 5Y | -8.3% | +41.0% | -49.3% | -7.9% |
| 10Y | +4.5% | +508.8% | -504.3% | +11.7% |
| All | +4.5% | +516.1% | -511.6% | +11.7% |
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