+143.5%
IWM vs AVAV
+315.4%
-171.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.2% |
| 7D | +1.4% | +4.2% | -2.8% | +0.6% |
| 30D | +2.3% | -2.6% | +4.8% | +2.3% |
| 3M | -8.3% | -38.0% | +29.6% | -0.8% |
| 6M | -1.3% | -27.0% | +25.7% | +1.7% |
| YTD | +13.5% | -51.4% | +64.9% | +23.1% |
| 1Y | +18.4% | -60.2% | +78.6% | +33.2% |
| 3Y | +69.6% | -6.7% | +76.3% | +49.5% |
| 5Y | +23.3% | +28.3% | -5.0% | -4.3% |
| All | +143.5% | +315.4% | -171.9% | +40.7% |
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 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