+5.2%
AVTR vs IBB
+103.2%
-98.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.0% | +3.8% |
| 7D | +7.4% | -1.7% | +9.0% | +8.9% |
| 30D | +12.2% | +4.9% | +7.3% | +7.2% |
| 3M | +57.4% | +24.2% | +33.2% | +28.9% |
| 6M | +86.7% | +23.8% | +62.8% | +53.3% |
| YTD | +33.1% | +23.0% | +10.1% | +9.8% |
| 1Y | +16.1% | +46.2% | -30.0% | -17.7% |
| 3Y | -24.6% | +64.8% | -89.4% | -52.0% |
| 5Y | -63.5% | +20.9% | -84.4% | -69.6% |
| All | +5.2% | +103.2% | -98.0% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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