-1.3%
IWF vs AVAV
-68.0%
+66.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +1.1% |
| 7D | -4.2% | -10.1% | +5.9% | -3.4% |
| 30D | -8.1% | -18.7% | +10.6% | -6.7% |
| 3M | -5.1% | -33.0% | +27.9% | -2.2% |
| 6M | -1.4% | -37.2% | +35.8% | +1.3% |
| YTD | -0.1% | -53.2% | +53.1% | +3.4% |
| 1Y | -1.3% | -69.0% | +67.7% | +10.4% |
| All | -1.3% | -68.0% | +66.8% | +10.4% |
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 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