-58.9%
AVTR vs IVZ
+35.0%
-93.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +3.2% | +5.1% | -2.0% | +1.2% |
| 30D | +0.5% | -1.6% | +2.0% | +0.8% |
| 3M | +12.1% | -9.1% | +21.3% | +15.6% |
| 6M | +91.2% | +1.8% | +89.4% | +86.6% |
| YTD | +36.3% | +10.8% | +25.5% | +28.0% |
| 1Y | +35.2% | +19.1% | +16.1% | +23.3% |
| 3Y | -15.8% | +144.4% | -160.3% | -44.0% |
| 5Y | -58.9% | +33.6% | -92.5% | -67.8% |
| All | -58.9% | +35.0% | -93.9% | -67.8% |
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