+151.9%
IWM vs AVAV
+360.4%
-208.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -0.3% | +9.9% | -10.2% | -2.2% |
| 30D | +1.9% | -5.4% | +7.3% | +2.4% |
| 3M | -5.7% | -36.5% | +30.8% | +1.6% |
| 6M | -0.3% | -25.3% | +25.0% | +2.4% |
| YTD | +15.8% | -48.6% | +64.4% | +24.3% |
| 1Y | +17.1% | -62.1% | +79.2% | +33.1% |
| 3Y | +73.1% | +2.3% | +70.8% | +49.8% |
| 5Y | +25.9% | +35.4% | -9.5% | -3.3% |
| 10Y | +151.9% | +345.1% | -193.2% | +43.1% |
| All | +151.9% | +360.4% | -208.5% | +43.1% |
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