+11.3%
IVV vs AVAV
-63.5%
+74.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | -0.2% |
| 7D | -0.6% | 0.0% | -0.6% | -0.8% |
| 30D | -3.7% | -9.9% | +6.3% | -3.3% |
| 3M | -2.7% | -34.7% | +32.0% | -0.7% |
| 6M | +2.2% | -26.6% | +28.9% | +3.3% |
| YTD | +10.9% | -48.9% | +59.8% | +13.3% |
| 1Y | +11.3% | -63.0% | +74.3% | +17.1% |
| All | +11.3% | -63.5% | +74.8% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling