+1,056.6%
IGV vs AVAV
+351.0%
+705.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.5% | -10.6% | -2.1% |
| 7D | -5.2% | -10.6% | +5.4% | -3.4% |
| 30D | -10.0% | -18.8% | +8.8% | -6.8% |
| 3M | -0.5% | -34.1% | +33.6% | +6.7% |
| 6M | +12.6% | -35.3% | +47.9% | +19.2% |
| YTD | -6.4% | -53.4% | +47.0% | +3.0% |
| 1Y | -9.5% | -65.6% | +56.1% | +5.1% |
| 3Y | +41.7% | -5.1% | +46.8% | +28.0% |
| 5Y | +12.7% | +18.5% | -5.9% | -6.9% |
| 10Y | +354.1% | +369.8% | -15.8% | +161.8% |
| All | +1,056.6% | +351.0% | +705.6% | +484.6% |
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