+8.9%
IEF vs AVTR
-27.0%
+35.9%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.3% | -1.1% | -0.3% | -1.3% |
| 30D | -1.7% | +6.3% | -8.1% | -1.8% |
| 3M | -2.5% | +53.3% | -55.8% | -3.2% |
| 6M | -3.3% | +78.6% | -81.9% | -4.2% |
| YTD | -2.8% | +29.2% | -32.1% | -3.4% |
| 1Y | -2.7% | +13.8% | -16.6% | -3.2% |
| 3Y | +8.9% | -27.4% | +36.3% | +8.6% |
| All | +8.9% | -27.0% | +35.9% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling