+3.5%
IEF vs AVTR
+1.7%
+1.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -0.3% | +2.7% | -3.0% | -0.3% |
| 30D | -0.8% | +12.1% | -12.8% | -0.8% |
| 3M | -1.0% | +57.2% | -58.2% | -1.2% |
| 6M | -2.8% | +73.1% | -75.8% | -3.0% |
| YTD | -1.5% | +30.6% | -32.1% | -1.7% |
| 1Y | -0.4% | +13.5% | -13.9% | -0.6% |
| 3Y | +9.7% | -31.0% | +40.7% | +9.6% |
| 5Y | -8.3% | -63.2% | +54.9% | -9.0% |
| All | +3.5% | +1.7% | +1.8% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling