+310.3%
IVV vs AVAV
+315.4%
-5.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.1% |
| 7D | +2.6% | +4.2% | -1.7% | +2.0% |
| 30D | -2.0% | -2.6% | +0.6% | -2.0% |
| 3M | -2.8% | -38.0% | +35.2% | +2.6% |
| 6M | +2.2% | -27.0% | +29.2% | +4.3% |
| YTD | +11.5% | -51.4% | +62.9% | +17.9% |
| 1Y | +13.5% | -60.2% | +73.7% | +23.0% |
| 3Y | +78.1% | -6.7% | +84.7% | +63.1% |
| 5Y | +73.1% | +28.3% | +44.8% | +45.2% |
| All | +310.3% | +315.4% | -5.1% | +185.5% |
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