+6.7%
AVTR vs IWD
+142.1%
-135.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.6% |
| 7D | -3.6% | -0.5% | -3.1% | -3.2% |
| 30D | +0.8% | +2.7% | -1.9% | -2.1% |
| 3M | +17.4% | +0.9% | +16.5% | +16.2% |
| 6M | +83.5% | +10.5% | +73.0% | +64.3% |
| YTD | +35.0% | +23.7% | +11.3% | +7.2% |
| 1Y | +36.7% | +28.7% | +7.9% | +4.1% |
| 3Y | -15.3% | +79.7% | -95.0% | -53.3% |
| 5Y | -59.5% | +69.7% | -129.2% | -76.2% |
| All | +6.7% | +142.1% | -135.4% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling