+155.4%
IWM vs AVAV
+358.8%
-203.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.5% | -7.0% | +0.8% |
| 7D | +0.3% | 0.0% | +0.3% | 0.0% |
| 30D | +0.6% | -9.9% | +10.5% | +2.1% |
| 3M | -6.2% | -34.7% | +28.5% | +0.5% |
| 6M | -0.8% | -26.6% | +25.8% | +2.3% |
| YTD | +14.8% | -48.9% | +63.7% | +23.5% |
| 1Y | +16.1% | -63.0% | +79.2% | +32.8% |
| 3Y | +71.5% | +1.6% | +70.0% | +48.7% |
| 5Y | +25.8% | +34.5% | -8.7% | -3.2% |
| 10Y | +155.4% | +359.3% | -203.9% | +43.6% |
| All | +155.4% | +358.8% | -203.4% | +43.6% |
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