+7.7%
AVTR vs IAG
+554.2%
-546.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | -0.3% |
| 7D | +3.2% | -2.1% | +5.2% | +3.3% |
| 30D | +0.5% | -6.2% | +6.6% | +0.8% |
| 3M | +12.1% | -5.1% | +17.3% | +12.3% |
| 6M | +91.2% | -10.0% | +101.2% | +91.7% |
| YTD | +36.3% | +3.9% | +32.4% | +34.1% |
| 1Y | +35.2% | +18.9% | +16.4% | +31.5% |
| 3Y | -15.8% | +651.8% | -667.6% | -32.5% |
| 5Y | -58.9% | +416.3% | -475.2% | -67.5% |
| All | +7.7% | +554.2% | -546.5% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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