+73.2%
IWD vs AVAV
+28.1%
+45.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.4% |
| 7D | +2.3% | +4.2% | -1.9% | +1.9% |
| 30D | +3.6% | -2.6% | +6.1% | +3.6% |
| 3M | +2.2% | -38.0% | +40.1% | +5.6% |
| 6M | +13.0% | -27.0% | +40.0% | +14.4% |
| YTD | +26.5% | -51.4% | +77.9% | +31.1% |
| 1Y | +30.1% | -60.2% | +90.4% | +37.1% |
| 3Y | +84.9% | -6.7% | +91.5% | +71.8% |
| All | +73.2% | +28.1% | +45.1% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling