+354.8%
IGV vs AVAV
+423.1%
-68.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.6% | -10.0% | +0.4% |
| 7D | -0.4% | +3.2% | -3.6% | -1.3% |
| 30D | -9.9% | -7.4% | -2.5% | -9.1% |
| 3M | -1.2% | -32.0% | +30.8% | +4.9% |
| 6M | +11.3% | -24.6% | +35.9% | +14.3% |
| YTD | -4.0% | -47.5% | +43.5% | +2.9% |
| 1Y | -7.3% | -61.5% | +54.2% | +4.7% |
| 3Y | +42.8% | +5.5% | +37.3% | +26.3% |
| 5Y | +13.7% | +35.7% | -22.1% | -8.7% |
| 10Y | +354.8% | +379.1% | -24.3% | +189.7% |
| All | +354.8% | +423.1% | -68.3% | +189.7% |
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