+313.3%
IVV vs AVAV
+339.7%
-26.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -0.9% | +9.9% | -10.8% | -2.2% |
| 30D | -2.3% | -5.4% | +3.1% | -2.0% |
| 3M | -1.2% | -36.5% | +35.4% | +4.0% |
| 6M | +3.3% | -25.3% | +28.6% | +5.2% |
| YTD | +12.3% | -48.6% | +60.9% | +17.9% |
| 1Y | +12.5% | -62.1% | +74.6% | +22.9% |
| 3Y | +79.2% | +2.3% | +76.9% | +62.0% |
| 5Y | +75.6% | +35.4% | +40.3% | +46.3% |
| All | +313.3% | +339.7% | -26.5% | +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