+3.2%
AVTR vs IWD
+141.4%
-138.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -0.7% |
| 7D | +2.7% | -0.3% | +2.9% | +3.0% |
| 30D | +12.1% | +0.6% | +11.5% | +11.4% |
| 3M | +57.2% | +7.2% | +50.0% | +45.7% |
| 6M | +73.1% | +16.2% | +56.9% | +47.0% |
| YTD | +30.6% | +23.3% | +7.3% | +4.2% |
| 1Y | +13.5% | +29.6% | -16.1% | -13.8% |
| 3Y | -31.0% | +70.5% | -101.5% | -59.8% |
| 5Y | -63.2% | +73.5% | -136.7% | -78.8% |
| All | +3.2% | +141.4% | -138.1% | -54.3% |
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