+387.3%
IWF vs AVAV
+315.4%
+71.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.7% |
| 7D | +2.8% | +4.2% | -1.4% | +2.1% |
| 30D | -7.5% | -2.6% | -5.0% | -7.5% |
| 3M | -8.5% | -38.0% | +29.5% | -2.7% |
| 6M | -7.4% | -27.0% | +19.6% | -5.1% |
| YTD | -2.6% | -51.4% | +48.8% | +3.8% |
| 1Y | -1.8% | -60.2% | +58.4% | +7.7% |
| 3Y | +65.5% | -6.7% | +72.1% | +51.3% |
| 5Y | +55.8% | +28.3% | +27.5% | +29.8% |
| All | +387.3% | +315.4% | +71.9% | +236.3% |
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 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