+255.9%
IQV vs AVAV
+360.4%
-104.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.3% |
| 7D | +4.1% | +9.9% | -5.8% | +2.4% |
| 30D | +4.7% | -5.4% | +10.1% | +5.1% |
| 3M | +12.6% | -36.5% | +49.1% | +19.4% |
| 6M | +58.2% | -25.3% | +83.4% | +61.6% |
| YTD | +21.8% | -48.6% | +70.4% | +29.4% |
| 1Y | +25.6% | -62.1% | +87.7% | +39.3% |
| 3Y | +40.1% | +2.3% | +37.8% | +24.8% |
| 5Y | +8.7% | +35.4% | -26.7% | -11.5% |
| 10Y | +255.9% | +345.1% | -89.1% | +122.7% |
| All | +255.9% | +360.4% | -104.5% | +122.7% |
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