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  • AVTR vs IRM✓SelectedUSD · IRMAVTR vs IRM performance historyLatest closeAs of+1.87%09/08
Stock and ETF performance explorer

AVTR vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-63.5%
IRM return
+192.5%
Excess return
-256.0%
Maximum drawdown
-83.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
1D+1.9%-0.7%+2.5%+2.1%
7D+7.4%+1.6%+5.8%+6.7%
30D+12.2%-4.2%+16.4%+13.6%
3M+57.4%-5.4%+62.7%+59.0%
6M+86.7%+12.0%+74.6%+75.5%
YTD+33.1%+42.0%-9.0%+12.9%
1Y+16.1%+29.9%-13.7%+2.1%
3Y-24.6%+104.4%-129.0%-48.5%
5Y-63.5%+191.0%-254.5%-78.4%
All-63.5%+192.5%-256.0%-78.4%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling