+107.6%
IJR vs AVTR
+1.1%
+106.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.4% |
| 7D | -1.1% | +1.6% | -2.7% | -1.6% |
| 30D | -3.6% | +8.4% | -12.0% | -5.8% |
| 3M | +2.3% | +50.2% | -47.8% | -9.3% |
| 6M | +14.3% | +82.6% | -68.2% | -4.5% |
| YTD | +19.3% | +29.8% | -10.6% | +8.9% |
| 1Y | +22.6% | +16.0% | +6.6% | +13.4% |
| 3Y | +53.5% | -26.4% | +80.0% | +56.9% |
| 5Y | +39.9% | -64.5% | +104.4% | +74.0% |
| All | +107.6% | +1.1% | +106.5% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling