+307.4%
IVV vs AVAV
+358.8%
-51.4%
-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% | +2.4% | 0.0% |
| 7D | -0.6% | 0.0% | -0.6% | -0.8% |
| 30D | -3.7% | -9.9% | +6.3% | -2.7% |
| 3M | -2.7% | -34.7% | +32.0% | +2.0% |
| 6M | +2.2% | -26.6% | +28.9% | +4.3% |
| YTD | +10.9% | -48.9% | +59.8% | +16.5% |
| 1Y | +11.3% | -63.0% | +74.3% | +21.9% |
| 3Y | +76.9% | +1.6% | +75.3% | +60.2% |
| 5Y | +73.5% | +34.5% | +39.0% | +44.7% |
| 10Y | +307.4% | +359.3% | -51.9% | +183.9% |
| All | +307.4% | +358.8% | -51.4% | +183.9% |
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