+7.7%
AVTR vs IWD
+147.0%
-139.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +3.2% | +1.7% | +1.5% | +1.3% |
| 30D | +0.5% | +3.2% | -2.8% | -3.0% |
| 3M | +12.1% | +2.3% | +9.8% | +9.3% |
| 6M | +91.2% | +12.9% | +78.2% | +67.4% |
| YTD | +36.3% | +26.2% | +10.1% | +5.9% |
| 1Y | +35.2% | +28.3% | +7.0% | +3.4% |
| 3Y | -15.8% | +84.4% | -100.2% | -54.8% |
| 5Y | -58.9% | +73.0% | -131.9% | -76.4% |
| All | +7.7% | +147.0% | -139.3% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling