+38.8%
IVZ vs AVAV
+32.4%
+6.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.3% |
| 7D | +2.2% | 0.0% | +2.2% | +1.9% |
| 30D | -2.2% | -9.9% | +7.8% | -0.8% |
| 3M | -8.4% | -34.7% | +26.3% | -2.6% |
| 6M | +6.2% | -26.6% | +32.8% | +9.1% |
| YTD | +12.4% | -48.9% | +61.3% | +20.4% |
| 1Y | +26.0% | -63.0% | +89.0% | +42.6% |
| 3Y | +147.9% | +1.6% | +146.3% | +113.7% |
| 5Y | +38.8% | +34.5% | +4.3% | +4.1% |
| All | +38.8% | +32.4% | +6.4% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling