+205.0%
IWD vs AVAV
+423.1%
-218.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.6% | -10.6% | +0.6% |
| 7D | +1.3% | +3.2% | -1.9% | +0.7% |
| 30D | +3.6% | -7.4% | +11.0% | +4.1% |
| 3M | +2.3% | -32.0% | +34.3% | +6.3% |
| 6M | +13.0% | -24.6% | +37.6% | +14.7% |
| YTD | +26.2% | -47.5% | +73.7% | +31.6% |
| 1Y | +30.5% | -61.5% | +91.9% | +41.2% |
| 3Y | +86.2% | +5.5% | +80.7% | +67.5% |
| 5Y | +72.9% | +35.7% | +37.1% | +44.2% |
| 10Y | +205.0% | +379.1% | -174.1% | +109.9% |
| All | +205.0% | +423.1% | -218.1% | +109.9% |
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