+64.3%
IYR vs AVAV
+516.1%
-451.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -0.4% |
| 7D | -0.4% | +3.2% | -3.6% | -0.7% |
| 30D | -2.5% | -20.3% | +17.8% | -0.5% |
| 3M | +1.5% | -19.4% | +20.9% | +2.8% |
| 6M | +3.9% | -35.3% | +39.1% | +7.0% |
| YTD | +9.5% | -38.5% | +48.0% | +12.2% |
| 1Y | +7.5% | -37.2% | +44.7% | +8.9% |
| 3Y | +30.8% | +31.1% | -0.3% | +15.7% |
| 5Y | +4.8% | +41.0% | -36.2% | -11.2% |
| 10Y | +64.3% | +508.8% | -444.4% | +14.9% |
| All | +64.3% | +516.1% | -451.7% | +14.9% |
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 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