+9.7%
AVTR vs IWD
+146.9%
-137.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +0.7% |
| 7D | +1.9% | +1.3% | +0.7% | +0.5% |
| 30D | +1.5% | +3.6% | -2.0% | -2.3% |
| 3M | +17.1% | +2.3% | +14.7% | +14.1% |
| 6M | +91.5% | +13.0% | +78.4% | +67.4% |
| YTD | +38.8% | +26.2% | +12.7% | +7.9% |
| 1Y | +37.7% | +30.5% | +7.3% | +3.4% |
| 3Y | -13.5% | +86.2% | -99.7% | -54.0% |
| 5Y | -59.3% | +72.9% | -132.2% | -76.6% |
| All | +9.7% | +146.9% | -137.2% | -52.6% |
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