+202.4%
IWD vs AVAV
+358.8%
-156.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | +1.6% | 0.0% | +1.6% | +1.3% |
| 30D | +3.6% | -9.9% | +13.5% | +4.5% |
| 3M | +2.0% | -34.7% | +36.8% | +6.5% |
| 6M | +13.1% | -26.6% | +39.7% | +15.1% |
| YTD | +26.2% | -48.9% | +75.1% | +32.0% |
| 1Y | +29.6% | -63.0% | +92.6% | +40.9% |
| 3Y | +84.3% | +1.6% | +82.7% | +66.6% |
| 5Y | +73.4% | +34.5% | +38.9% | +44.6% |
| 10Y | +202.4% | +359.3% | -156.8% | +108.9% |
| All | +202.4% | +358.8% | -156.3% | +108.9% |
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