+383.3%
IWF vs AVAV
+423.1%
-39.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.6% | -9.7% | +1.1% |
| 7D | -1.0% | +3.2% | -4.2% | -1.7% |
| 30D | -10.1% | -7.4% | -2.7% | -9.4% |
| 3M | -7.6% | -32.0% | +24.4% | -3.0% |
| 6M | -6.7% | -24.6% | +17.8% | -4.8% |
| YTD | -2.5% | -47.5% | +45.0% | +2.8% |
| 1Y | -2.1% | -61.5% | +59.4% | +8.0% |
| 3Y | +68.6% | +5.5% | +63.2% | +51.4% |
| 5Y | +55.8% | +35.7% | +20.1% | +28.8% |
| 10Y | +383.3% | +379.1% | +4.2% | +233.2% |
| All | +383.3% | +423.1% | -39.9% | +233.2% |
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