+5.2%
AVTR vs IWD
+139.4%
-134.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.8% |
| 7D | +7.4% | -0.2% | +7.6% | +7.6% |
| 30D | +12.2% | -0.8% | +13.0% | +13.2% |
| 3M | +57.4% | +8.0% | +49.3% | +44.5% |
| 6M | +86.7% | +18.2% | +68.5% | +55.6% |
| YTD | +33.1% | +22.3% | +10.7% | +7.1% |
| 1Y | +16.1% | +28.9% | -12.7% | -11.2% |
| 3Y | -24.6% | +71.5% | -96.2% | -56.3% |
| 5Y | -63.5% | +73.6% | -137.1% | -79.0% |
| All | +5.2% | +139.4% | -134.2% | -53.0% |
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