+3.2%
AVTR vs IVZ
+124.8%
-121.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | +2.7% | +0.6% | +2.0% | +2.5% |
| 30D | +12.1% | +4.0% | +8.0% | +10.5% |
| 3M | +57.2% | +18.2% | +39.1% | +47.3% |
| 6M | +73.1% | +32.8% | +40.2% | +55.4% |
| YTD | +30.6% | +28.7% | +1.9% | +18.4% |
| 1Y | +13.5% | +55.4% | -41.9% | -3.7% |
| 3Y | -31.0% | +135.2% | -166.2% | -50.3% |
| 5Y | -63.2% | +64.2% | -127.4% | -71.3% |
| All | +3.2% | +124.8% | -121.6% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling