+672.2%
IVV vs AVAV
+352.9%
+319.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +10.0% | +2.8% |
| 7D | -0.7% | -10.1% | +9.4% | +0.7% |
| 30D | -1.0% | -18.7% | +17.7% | +1.8% |
| 3M | -0.3% | -33.0% | +32.7% | +5.1% |
| 6M | +7.4% | -37.2% | +44.5% | +12.6% |
| YTD | +13.4% | -53.2% | +66.6% | +21.8% |
| 1Y | +14.8% | -69.0% | +83.8% | +31.1% |
| 3Y | +83.3% | -5.5% | +88.8% | +66.9% |
| 5Y | +76.1% | +20.1% | +56.0% | +47.5% |
| 10Y | +333.3% | +371.8% | -38.5% | +162.4% |
| All | +672.2% | +352.9% | +319.3% | +310.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling