-16.1%
AVTR vs IVZ
+146.5%
-162.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +3.2% | +5.1% | -2.0% | +1.3% |
| 30D | +0.5% | -1.6% | +2.0% | +0.8% |
| 3M | +12.1% | -9.1% | +21.3% | +15.4% |
| 6M | +91.2% | +1.8% | +89.4% | +86.3% |
| YTD | +36.3% | +10.8% | +25.5% | +27.6% |
| 1Y | +35.2% | +19.1% | +16.1% | +22.7% |
| All | -16.1% | +146.5% | -162.6% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling