+55.4%
IOT vs AVTR
-61.8%
+117.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -4.5% | -1.1% | -3.5% | -4.2% |
| 30D | -2.4% | +6.3% | -8.8% | -4.5% |
| 3M | +19.0% | +53.3% | -34.3% | +2.6% |
| 6M | +19.6% | +78.6% | -59.0% | -2.6% |
| YTD | +8.3% | +29.2% | -21.0% | -2.1% |
| 1Y | -0.8% | +13.8% | -14.6% | -8.3% |
| 3Y | +24.4% | -27.4% | +51.8% | +28.4% |
| All | +55.4% | -61.8% | +117.2% | +192.6% |
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