-8.5%
IEF vs AVTR
-64.7%
+56.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | -0.3% | +1.6% | -1.9% | -0.3% |
| 30D | -0.6% | +8.4% | -8.9% | -0.7% |
| 3M | -1.0% | +50.2% | -51.1% | -1.7% |
| 6M | -3.1% | +82.6% | -85.6% | -4.1% |
| YTD | -1.9% | +29.8% | -31.7% | -2.5% |
| 1Y | -1.4% | +16.0% | -17.3% | -1.9% |
| 3Y | +9.8% | -26.4% | +36.2% | +9.9% |
| All | -8.5% | -64.7% | +56.2% | -8.2% |
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