+2.1%
AVTR vs IFF
-25.6%
+27.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | -1.1% | -3.2% | +2.1% | +0.2% |
| 30D | +6.3% | -0.3% | +6.6% | +6.4% |
| 3M | +53.3% | +8.4% | +44.9% | +47.8% |
| 6M | +78.6% | +23.0% | +55.6% | +62.6% |
| YTD | +29.2% | +25.5% | +3.8% | +16.1% |
| 1Y | +13.8% | +29.1% | -15.2% | +1.4% |
| 3Y | -27.4% | +31.7% | -59.1% | -36.5% |
| 5Y | -65.0% | -35.2% | -29.8% | -61.5% |
| All | +2.1% | -25.6% | +27.8% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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