+39.8%
IJR vs AVTR
-64.6%
+104.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -2.2% | -1.1% | -1.1% | -1.9% |
| 30D | -4.6% | +6.3% | -10.9% | -6.0% |
| 3M | +0.2% | +53.3% | -53.1% | -10.4% |
| 6M | +14.7% | +78.6% | -63.9% | -1.8% |
| YTD | +18.9% | +29.2% | -10.4% | +9.9% |
| 1Y | +19.9% | +13.8% | +6.1% | +12.5% |
| 3Y | +53.0% | -27.4% | +80.5% | +57.5% |
| All | +39.8% | -64.6% | +104.4% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling