+136.6%
IGV vs AVTR
+6.1%
+130.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +2.5% | +3.2% | -0.7% | +1.5% |
| 30D | -8.6% | +0.5% | -9.0% | -8.7% |
| 3M | -1.6% | +12.1% | -13.7% | -5.0% |
| 6M | +13.4% | +91.2% | -77.7% | -7.4% |
| YTD | -4.0% | +36.3% | -40.3% | -14.0% |
| 1Y | -7.6% | +35.2% | -42.9% | -17.3% |
| 3Y | +39.3% | -15.8% | +55.1% | +35.3% |
| 5Y | +14.5% | -58.9% | +73.4% | +41.8% |
| All | +136.6% | +6.1% | +130.4% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling