+9.3%
IWF vs AVAV
-35.3%
+44.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.6% |
| 7D | +1.5% | +3.2% | -1.7% | +1.2% |
| 30D | -1.3% | -20.3% | +19.1% | +0.5% |
| 3M | +0.1% | -19.4% | +19.6% | +1.2% |
| 6M | +10.3% | -35.3% | +45.5% | +12.7% |
| YTD | +4.2% | -38.5% | +42.6% | +5.9% |
| 1Y | +9.3% | -37.2% | +46.5% | +16.3% |
| All | +9.3% | -35.3% | +44.6% | +16.3% |
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 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