+7.2%
AVTR vs IRM
+414.6%
-407.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +0.5% | +6.8% | -6.3% | -1.6% |
| 30D | -1.0% | +2.6% | -3.6% | -2.0% |
| 3M | +12.2% | -9.5% | +21.7% | +15.1% |
| 6M | +97.5% | -8.5% | +105.9% | +100.8% |
| YTD | +35.6% | +40.3% | -4.7% | +18.0% |
| 1Y | +32.8% | +28.7% | +4.1% | +19.0% |
| 3Y | -16.5% | +111.8% | -128.3% | -38.7% |
| 5Y | -59.1% | +189.1% | -248.2% | -73.1% |
| All | +7.2% | +414.6% | -407.4% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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