+128.7%
IVZ vs AVAV
-5.8%
+134.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.5% | -1.3% |
| 7D | -2.4% | -10.6% | +8.1% | -1.2% |
| 30D | -11.2% | -18.8% | +7.6% | -9.0% |
| 3M | -14.0% | -34.1% | +20.1% | -9.8% |
| 6M | +0.5% | -35.3% | +35.8% | +4.5% |
| YTD | +5.4% | -53.4% | +58.8% | +12.9% |
| 1Y | +19.5% | -65.6% | +85.1% | +33.1% |
| 3Y | +128.7% | -5.1% | +133.8% | +99.4% |
| All | +128.7% | -5.8% | +134.5% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling