+204.6%
IWD vs AVAV
+360.4%
-155.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -0.6% | +9.9% | -10.4% | -1.8% |
| 30D | +3.6% | -5.4% | +9.0% | +3.9% |
| 3M | +2.7% | -36.5% | +39.2% | +7.5% |
| 6M | +13.2% | -25.3% | +38.5% | +15.0% |
| YTD | +26.8% | -48.6% | +75.3% | +32.5% |
| 1Y | +29.3% | -62.1% | +91.4% | +40.1% |
| 3Y | +85.1% | +2.3% | +82.8% | +67.2% |
| 5Y | +74.2% | +35.4% | +38.8% | +45.1% |
| 10Y | +204.6% | +345.1% | -140.5% | +109.2% |
| All | +204.6% | +360.4% | -155.8% | +109.2% |
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