+29.3%
IWD vs AVAV
-62.2%
+91.5%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -0.6% | +9.9% | -10.4% | -1.0% |
| 30D | +3.6% | -5.4% | +9.0% | +3.7% |
| 3M | +2.7% | -36.5% | +39.2% | +4.4% |
| 6M | +13.2% | -25.3% | +38.5% | +14.0% |
| YTD | +26.8% | -48.6% | +75.3% | +29.0% |
| 1Y | +29.3% | -62.1% | +91.4% | +32.5% |
| All | +29.3% | -62.2% | +91.5% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling