+392.6%
IWM vs AVAV
+478.6%
-86.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +0.1% | -2.2% | +2.3% | +0.5% |
| 30D | -1.3% | -13.9% | +12.7% | +1.5% |
| 3M | +1.6% | -29.2% | +30.8% | +7.3% |
| 6M | +13.6% | -36.1% | +49.7% | +21.0% |
| YTD | +20.8% | -40.2% | +61.0% | +27.7% |
| 1Y | +26.4% | -36.2% | +62.6% | +30.2% |
| 3Y | +60.7% | +47.5% | +13.2% | +27.8% |
| 5Y | +38.2% | +39.3% | -1.1% | +5.7% |
| 10Y | +169.5% | +482.6% | -313.1% | +33.5% |
| All | +392.6% | +478.6% | -86.0% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling