+65.4%
IVZ vs AVAV
+479.1%
-413.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | +0.6% | -2.2% | +2.9% | +1.1% |
| 30D | +4.0% | -13.9% | +17.9% | +7.0% |
| 3M | +18.2% | -29.2% | +47.4% | +25.2% |
| 6M | +32.8% | -36.1% | +69.0% | +42.2% |
| YTD | +28.7% | -40.2% | +68.9% | +36.9% |
| 1Y | +55.4% | -36.2% | +91.6% | +60.3% |
| 3Y | +135.2% | +47.5% | +87.7% | +79.5% |
| 5Y | +64.2% | +39.3% | +24.9% | +20.6% |
| All | +65.4% | +479.1% | -413.7% | -28.3% |
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