+503.6%
IBKR vs AVTR
-64.6%
+568.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -1.3% | -1.1% | -0.3% | -1.2% |
| 30D | -0.2% | +6.3% | -6.5% | -1.3% |
| 3M | +3.0% | +53.3% | -50.4% | -5.8% |
| 6M | +33.9% | +78.6% | -44.8% | +18.4% |
| YTD | +42.5% | +29.2% | +13.3% | +33.7% |
| 1Y | +44.9% | +13.8% | +31.0% | +37.1% |
| 3Y | +293.0% | -27.4% | +320.4% | +290.8% |
| All | +503.6% | -64.6% | +568.2% | +616.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 5y: compounded portfolio wealth divided by compounded AVTR 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…
5y analysis · Full analysis span regression · 6 months rolling