+161.6%
IWM vs AVAV
+361.4%
-199.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.5% | -9.5% | -0.9% |
| 7D | -2.0% | -10.6% | +8.6% | -0.2% |
| 30D | -1.5% | -18.8% | +17.3% | +2.0% |
| 3M | -8.0% | -34.1% | +26.1% | -1.5% |
| 6M | -4.1% | -35.3% | +31.2% | +1.2% |
| YTD | +11.9% | -53.4% | +65.3% | +22.5% |
| 1Y | +15.0% | -65.6% | +80.7% | +33.3% |
| 3Y | +64.2% | -5.1% | +69.3% | +43.9% |
| 5Y | +20.4% | +18.5% | +1.9% | -5.0% |
| All | +161.6% | +361.4% | -199.8% | +41.5% |
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 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