+110.8%
IEMG vs AVTR
+1.1%
+109.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | +1.6% | +1.6% | 0.0% | +1.3% |
| 30D | +4.6% | +8.4% | -3.7% | +3.0% |
| 3M | +4.8% | +50.2% | -45.3% | -3.6% |
| 6M | +16.8% | +82.6% | -65.7% | +3.1% |
| YTD | +24.8% | +29.8% | -5.0% | +17.0% |
| 1Y | +34.3% | +16.0% | +18.3% | +26.9% |
| 3Y | +87.0% | -26.4% | +113.4% | +88.6% |
| 5Y | +49.9% | -64.5% | +114.4% | +77.6% |
| All | +110.8% | +1.1% | +109.7% | +81.7% |
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