+119.3%
IJH vs AVTR
+0.6%
+118.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -1.9% | -1.1% | -0.8% | -1.6% |
| 30D | -4.6% | +6.3% | -11.0% | -6.3% |
| 3M | -1.2% | +53.3% | -54.5% | -13.1% |
| 6M | +9.4% | +78.6% | -69.2% | -8.4% |
| YTD | +13.3% | +29.2% | -15.9% | +3.4% |
| 1Y | +13.4% | +13.8% | -0.4% | +5.2% |
| 3Y | +50.4% | -27.4% | +77.9% | +54.0% |
| 5Y | +49.0% | -65.0% | +114.0% | +88.7% |
| All | +119.3% | +0.6% | +118.7% | +82.1% |
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 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