+86.0%
IYR vs AVAV
+423.1%
-337.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.6% | -11.1% | +0.3% |
| 7D | +2.3% | +3.2% | -0.9% | +1.7% |
| 30D | +7.4% | -7.4% | +14.8% | +7.9% |
| 3M | -0.7% | -32.0% | +31.3% | +2.6% |
| 6M | +1.6% | -24.6% | +26.2% | +2.8% |
| YTD | +11.6% | -47.5% | +59.1% | +15.6% |
| 1Y | +10.5% | -61.5% | +72.0% | +18.3% |
| 3Y | +43.4% | +5.5% | +37.9% | +29.5% |
| 5Y | +6.8% | +35.7% | -28.9% | -9.9% |
| 10Y | +86.0% | +379.1% | -293.1% | +34.7% |
| All | +86.0% | +423.1% | -337.1% | +34.7% |
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