+24.2%
IJR vs AVTR
+37.4%
-13.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +2.3% | -6.2% | +8.5% | +3.1% |
| 30D | +2.8% | -1.0% | +3.8% | +2.9% |
| 3M | -4.6% | +14.4% | -19.0% | -6.4% |
| 6M | +5.7% | +95.9% | -90.2% | -6.5% |
| YTD | +19.9% | +36.6% | -16.7% | +13.1% |
| 1Y | +24.2% | +35.1% | -11.0% | +17.9% |
| All | +24.2% | +37.4% | -13.2% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling