+79.7%
IWD vs AVAV
-5.8%
+85.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.5% | -10.8% | -0.9% |
| 7D | -0.5% | -10.6% | +10.1% | +0.1% |
| 30D | +2.7% | -18.8% | +21.5% | +3.7% |
| 3M | +0.9% | -34.1% | +35.0% | +3.0% |
| 6M | +10.5% | -35.3% | +45.9% | +12.4% |
| YTD | +23.7% | -53.4% | +77.1% | +27.2% |
| 1Y | +28.7% | -65.6% | +94.4% | +34.9% |
| 3Y | +79.7% | -5.1% | +84.8% | +67.8% |
| All | +79.7% | -5.8% | +85.5% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling