+49.0%
IVZ vs AVAV
+361.4%
-312.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.5% | -2.2% |
| 7D | -2.4% | -10.6% | +8.1% | -0.3% |
| 30D | -11.2% | -18.8% | +7.6% | -7.5% |
| 3M | -14.0% | -34.1% | +20.1% | -6.9% |
| 6M | +0.5% | -35.3% | +35.8% | +7.0% |
| YTD | +5.4% | -53.4% | +58.8% | +17.5% |
| 1Y | +19.5% | -65.6% | +85.1% | +42.2% |
| 3Y | +128.7% | -5.1% | +133.8% | +94.8% |
| 5Y | +28.8% | +18.5% | +10.2% | -2.7% |
| All | +49.0% | +361.4% | -312.4% | -27.9% |
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