+2.6%
AVTR vs IRM
+406.8%
-404.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | -2.0% | -1.8% | -0.2% | -1.5% |
| 30D | +8.1% | -7.8% | +15.8% | +10.7% |
| 3M | +54.2% | -7.9% | +62.1% | +57.0% |
| 6M | +82.6% | +6.3% | +76.2% | +76.4% |
| YTD | +29.8% | +38.2% | -8.3% | +14.0% |
| 1Y | +18.0% | +19.8% | -1.8% | +8.8% |
| 3Y | -26.4% | +98.8% | -125.2% | -44.6% |
| 5Y | -64.8% | +191.8% | -256.6% | -76.8% |
| All | +2.6% | +406.8% | -404.2% | -41.3% |
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