+55.2%
IJR vs AVAV
+31.0%
+24.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.0% |
| 7D | +0.9% | +3.2% | -2.3% | +0.6% |
| 30D | -3.1% | -20.3% | +17.2% | -1.2% |
| 3M | +4.4% | -19.4% | +23.8% | +5.8% |
| 6M | +16.1% | -35.3% | +51.4% | +19.6% |
| YTD | +20.6% | -38.5% | +59.1% | +23.3% |
| 1Y | +22.9% | -37.2% | +60.1% | +24.4% |
| 3Y | +55.2% | +31.1% | +24.1% | +36.5% |
| All | +55.2% | +31.0% | +24.2% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling