+306.5%
IVV vs AVAV
+361.4%
-54.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.5% | -10.1% | -1.0% |
| 7D | -2.7% | -10.6% | +7.9% | -1.5% |
| 30D | -5.4% | -18.8% | +13.4% | -3.2% |
| 3M | -4.1% | -34.1% | +30.0% | +0.5% |
| 6M | +0.7% | -35.3% | +36.1% | +4.5% |
| YTD | +8.7% | -53.4% | +62.1% | +15.6% |
| 1Y | +11.0% | -65.6% | +76.6% | +22.7% |
| 3Y | +75.4% | -5.1% | +80.5% | +60.2% |
| 5Y | +68.3% | +18.5% | +49.8% | +43.0% |
| All | +306.5% | +361.4% | -54.8% | +182.6% |
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