-16.5%
AVTR vs IBB
+86.1%
-102.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +0.5% | -0.5% | +1.0% | +0.9% |
| 30D | -1.0% | +4.6% | -5.6% | -5.1% |
| 3M | +12.2% | +6.8% | +5.4% | +4.6% |
| 6M | +97.5% | +23.1% | +74.4% | +60.4% |
| YTD | +35.6% | +26.0% | +9.6% | +7.3% |
| 1Y | +32.8% | +30.4% | +2.4% | +1.3% |
| 3Y | -16.5% | +85.4% | -101.9% | -51.9% |
| All | -16.5% | +86.1% | -102.6% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling