+49.0%
IVZ vs AVAV
+317.7%
-268.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.8% | +1.8% | -5.9% |
| 7D | -6.7% | -24.3% | +17.6% | -1.1% |
| 30D | -10.9% | -28.9% | +18.0% | -4.4% |
| 3M | -14.8% | -39.3% | +24.4% | -6.1% |
| 6M | +2.4% | -38.8% | +41.2% | +10.5% |
| YTD | +5.4% | -57.8% | +63.2% | +20.2% |
| 1Y | +19.6% | -70.9% | +90.4% | +47.9% |
| 3Y | +122.4% | -14.8% | +137.2% | +94.3% |
| 5Y | +28.8% | +7.3% | +21.5% | -0.5% |
| All | +49.0% | +317.7% | -268.7% | -26.3% |
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 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