-64.5%
AVTR vs IBN
+54.0%
-118.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.8% |
| 7D | +1.6% | -5.1% | +6.7% | +3.4% |
| 30D | +8.4% | -3.5% | +11.9% | +9.7% |
| 3M | +50.2% | +11.3% | +38.8% | +44.2% |
| 6M | +82.6% | +4.4% | +78.1% | +79.1% |
| YTD | +29.8% | -1.8% | +31.6% | +30.0% |
| 1Y | +16.0% | -8.0% | +24.0% | +18.3% |
| 3Y | -26.4% | +27.1% | -53.5% | -34.9% |
| 5Y | -64.5% | +54.5% | -119.0% | -71.6% |
| All | -64.5% | +54.0% | -118.5% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling