+464.4%
IJR vs AVAV
+397.6%
+66.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -0.4% | +9.9% | -10.3% | -2.5% |
| 30D | +3.5% | -5.4% | +8.9% | +4.1% |
| 3M | -3.8% | -36.5% | +32.8% | +4.3% |
| 6M | +4.3% | -25.3% | +29.6% | +7.1% |
| YTD | +19.4% | -48.6% | +68.0% | +28.5% |
| 1Y | +20.5% | -62.1% | +82.6% | +37.7% |
| 3Y | +63.0% | +2.3% | +60.7% | +40.2% |
| 5Y | +28.6% | +35.4% | -6.8% | -2.2% |
| 10Y | +157.2% | +345.1% | -187.9% | +35.3% |
| All | +464.4% | +397.6% | +66.8% | +149.2% |
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 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