+106.9%
IJR vs AVTR
+0.6%
+106.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -2.2% | -1.1% | -1.1% | -1.9% |
| 30D | -4.6% | +6.3% | -10.9% | -6.2% |
| 3M | +0.2% | +53.3% | -53.1% | -11.6% |
| 6M | +14.7% | +78.6% | -63.9% | -3.6% |
| YTD | +18.9% | +29.2% | -10.4% | +8.7% |
| 1Y | +19.9% | +13.8% | +6.1% | +11.6% |
| 3Y | +53.0% | -27.4% | +80.5% | +57.0% |
| 5Y | +40.9% | -65.0% | +105.9% | +76.0% |
| All | +106.9% | +0.6% | +106.3% | +73.0% |
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