+11.2%
IGV vs AVAV
+18.1%
-7.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.5% | -10.6% | -1.8% |
| 7D | -5.2% | -10.6% | +5.4% | -3.6% |
| 30D | -10.0% | -18.8% | +8.8% | -7.2% |
| 3M | -0.5% | -34.1% | +33.6% | +5.8% |
| 6M | +12.6% | -35.3% | +47.9% | +18.5% |
| YTD | -6.4% | -53.4% | +47.0% | +1.8% |
| 1Y | -9.5% | -65.6% | +56.1% | +3.4% |
| 3Y | +41.7% | -5.1% | +46.8% | +26.7% |
| All | +11.2% | +18.1% | -7.0% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling