+168.1%
IJR vs AVAV
+519.3%
-351.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -2.2% | +1.4% | -3.6% | -2.5% |
| 30D | -4.6% | -24.3% | +19.7% | -0.1% |
| 3M | +0.2% | -20.1% | +20.4% | +2.8% |
| 6M | +14.7% | -29.4% | +44.1% | +19.0% |
| YTD | +18.9% | -39.3% | +58.2% | +24.1% |
| 1Y | +19.9% | -39.3% | +59.3% | +23.8% |
| 3Y | +53.0% | +29.5% | +23.6% | +26.3% |
| 5Y | +40.9% | +56.3% | -15.5% | +5.4% |
| All | +168.1% | +519.3% | -351.2% | +32.5% |
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