+381.6%
IWD vs AVAV
+478.6%
-97.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.4% |
| 7D | -0.3% | -2.2% | +2.0% | 0.0% |
| 30D | +0.6% | -13.9% | +14.5% | +2.5% |
| 3M | +7.2% | -29.2% | +36.5% | +11.3% |
| 6M | +16.2% | -36.1% | +52.3% | +21.4% |
| YTD | +23.3% | -40.2% | +63.5% | +28.2% |
| 1Y | +29.6% | -36.2% | +65.8% | +31.9% |
| 3Y | +70.5% | +47.5% | +22.9% | +43.8% |
| 5Y | +73.5% | +39.3% | +34.2% | +41.9% |
| 10Y | +198.3% | +482.6% | -284.2% | +72.9% |
| All | +381.6% | +478.6% | -97.0% | +142.4% |
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