+2.6%
AVTR vs IVZ
+117.1%
-114.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -2.0% | -2.4% | +0.3% | -1.3% |
| 30D | +8.1% | +2.5% | +5.6% | +7.1% |
| 3M | +54.2% | +17.1% | +37.1% | +44.7% |
| 6M | +82.6% | +35.1% | +47.4% | +62.9% |
| YTD | +29.8% | +24.3% | +5.5% | +19.1% |
| 1Y | +18.0% | +48.7% | -30.7% | +1.6% |
| 3Y | -26.4% | +135.6% | -162.1% | -47.0% |
| 5Y | -64.8% | +60.3% | -125.2% | -72.3% |
| All | +2.6% | +117.1% | -114.5% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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