+177.1%
IJH vs AVAV
+520.8%
-343.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -1.6% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -5.0% | -25.0% | +19.9% | -0.9% |
| 3M | +0.5% | -15.0% | +15.5% | +1.8% |
| 6M | +8.2% | -33.6% | +41.9% | +13.0% |
| YTD | +12.5% | -39.2% | +51.6% | +16.9% |
| 1Y | +14.4% | -40.5% | +54.8% | +18.2% |
| 3Y | +49.5% | +29.6% | +19.9% | +26.5% |
| 5Y | +47.8% | +56.7% | -8.9% | +14.8% |
| All | +177.1% | +520.8% | -343.7% | +54.6% |
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 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