+384.7%
IWD vs AVAV
+308.3%
+76.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.8% | +7.2% | -1.2% |
| 7D | -0.9% | -24.3% | +23.4% | +2.9% |
| 30D | +2.6% | -28.9% | +31.5% | +7.4% |
| 3M | +1.2% | -39.3% | +40.5% | +8.0% |
| 6M | +12.1% | -38.8% | +50.9% | +17.7% |
| YTD | +24.1% | -57.8% | +81.9% | +35.0% |
| 1Y | +28.5% | -70.9% | +99.4% | +47.4% |
| 3Y | +79.5% | -14.8% | +94.3% | +64.7% |
| 5Y | +70.3% | +7.3% | +63.0% | +43.8% |
| 10Y | +212.5% | +325.3% | -112.8% | +88.5% |
| All | +384.7% | +308.3% | +76.4% | +155.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling