+410.9%
IWF vs AVAV
+516.1%
-105.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.7% |
| 7D | +1.5% | +3.2% | -1.7% | +1.0% |
| 30D | -1.3% | -20.3% | +19.1% | +1.8% |
| 3M | +0.1% | -19.4% | +19.6% | +2.2% |
| 6M | +10.3% | -35.3% | +45.5% | +15.2% |
| YTD | +4.2% | -38.5% | +42.6% | +7.9% |
| 1Y | +9.3% | -37.2% | +46.5% | +12.0% |
| 3Y | +79.3% | +31.1% | +48.2% | +56.4% |
| 5Y | +73.8% | +41.0% | +32.7% | +43.7% |
| 10Y | +410.9% | +508.8% | -97.9% | +227.2% |
| All | +410.9% | +516.1% | -105.2% | +227.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling