+14.1%
IP vs AVTR
+6.9%
+7.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.6% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | +9.2% | +1.5% | +7.7% | +8.7% |
| 3M | -16.1% | +14.2% | -30.4% | -18.9% |
| 6M | +9.6% | +97.4% | -87.8% | -7.6% |
| YTD | -8.8% | +37.3% | -46.0% | -16.8% |
| 1Y | -5.5% | +36.8% | -42.3% | -13.8% |
| 3Y | +19.6% | -15.2% | +34.9% | +16.3% |
| 5Y | -13.5% | -59.2% | +45.7% | -2.7% |
| All | +14.1% | +6.9% | +7.3% | +0.2% |
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