+64.6%
IWF vs AVAV
-5.8%
+70.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.5% | -9.2% | +0.1% |
| 7D | -5.0% | -10.6% | +5.6% | -4.0% |
| 30D | -13.2% | -18.8% | +5.6% | -11.5% |
| 3M | -9.4% | -34.1% | +24.7% | -5.9% |
| 6M | -8.6% | -35.3% | +26.8% | -5.6% |
| YTD | -5.3% | -53.4% | +48.1% | -0.3% |
| 1Y | -5.0% | -65.6% | +60.7% | +3.5% |
| 3Y | +64.6% | -5.1% | +69.7% | +52.7% |
| All | +64.6% | -5.8% | +70.4% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling