+890.1%
IWF vs AVAV
+351.0%
+539.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.5% | -9.2% | -0.4% |
| 7D | -5.0% | -10.6% | +5.6% | -3.5% |
| 30D | -13.2% | -18.8% | +5.6% | -10.6% |
| 3M | -9.4% | -34.1% | +24.7% | -4.0% |
| 6M | -8.6% | -35.3% | +26.8% | -4.2% |
| YTD | -5.3% | -53.4% | +48.1% | +2.3% |
| 1Y | -5.0% | -65.6% | +60.7% | +7.5% |
| 3Y | +64.6% | -5.1% | +69.7% | +50.2% |
| 5Y | +50.8% | +18.5% | +32.3% | +27.1% |
| 10Y | +385.7% | +369.8% | +15.9% | +198.0% |
| All | +890.1% | +351.0% | +539.0% | +440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling