-2.0%
IEF vs AVTR
+37.4%
-39.4%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | +0.9% | -6.2% | +7.1% | +1.0% |
| 30D | +3.1% | -1.0% | +4.1% | +3.1% |
| 3M | -1.4% | +14.4% | -15.8% | -1.7% |
| 6M | -1.6% | +95.9% | -97.4% | -3.3% |
| YTD | -2.1% | +36.6% | -38.7% | -3.5% |
| 1Y | -2.0% | +35.1% | -37.1% | -3.4% |
| All | -2.0% | +37.4% | -39.4% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling