-27.1%
AVTR vs IVZ
+133.3%
-160.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.1% |
| 7D | +1.6% | +1.2% | +0.4% | +1.1% |
| 30D | +8.4% | +1.8% | +6.6% | +7.5% |
| 3M | +50.2% | +15.7% | +34.4% | +40.1% |
| 6M | +82.6% | +36.3% | +46.2% | +58.6% |
| YTD | +29.8% | +24.9% | +4.9% | +16.9% |
| 1Y | +16.0% | +48.9% | -33.0% | -3.2% |
| All | -27.1% | +133.3% | -160.4% | -49.6% |
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