+30.7%
IVZ vs AVAV
-68.0%
+98.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.3% | +12.5% | +5.0% |
| 7D | +2.6% | -10.1% | +12.7% | +3.7% |
| 30D | -3.5% | -18.7% | +15.2% | -1.5% |
| 3M | -7.4% | -33.0% | +25.6% | -3.8% |
| 6M | +14.7% | -37.2% | +51.9% | +18.9% |
| YTD | +14.6% | -53.2% | +67.8% | +21.7% |
| 1Y | +30.7% | -69.0% | +99.7% | +46.3% |
| All | +30.7% | -68.0% | +98.7% | +46.3% |
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