-64.5%
AVTR vs IVZ
+61.5%
-125.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +40.4% |
| 6M | +82.6% | +36.3% | +46.2% | +59.7% |
| YTD | +29.8% | +24.9% | +4.9% | +17.4% |
| 1Y | +16.0% | +48.9% | -33.0% | -2.4% |
| 3Y | -26.4% | +136.8% | -163.3% | -49.6% |
| 5Y | -64.5% | +60.0% | -124.4% | -73.9% |
| All | -64.5% | +61.5% | -125.9% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling