-16.5%
AVTR vs IWD
+85.1%
-101.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.8% |
| 7D | +0.5% | +2.3% | -1.8% | -2.7% |
| 30D | -1.0% | +3.6% | -4.6% | -6.0% |
| 3M | +12.2% | +2.2% | +10.0% | +8.7% |
| 6M | +97.5% | +13.0% | +84.5% | +64.2% |
| YTD | +35.6% | +26.5% | +9.1% | -5.1% |
| 1Y | +32.8% | +30.1% | +2.7% | -10.8% |
| 3Y | -16.5% | +84.9% | -101.4% | -63.2% |
| All | -16.5% | +85.1% | -101.6% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling