+16.1%
IWM vs AVAV
-63.5%
+79.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.5% | -7.0% | +1.6% |
| 7D | +0.3% | 0.0% | +0.3% | +0.1% |
| 30D | +0.6% | -9.9% | +10.5% | +1.3% |
| 3M | -6.2% | -34.7% | +28.5% | -3.1% |
| 6M | -0.8% | -26.6% | +25.8% | +1.0% |
| YTD | +14.8% | -48.9% | +63.7% | +18.0% |
| 1Y | +16.1% | -63.0% | +79.2% | +27.4% |
| All | +16.1% | -63.5% | +79.6% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling