+17.0%
IP vs AVTR
+8.1%
+8.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.2% |
| 7D | -3.0% | +1.9% | -5.0% | -3.4% |
| 30D | +10.6% | +1.5% | +9.1% | +10.1% |
| 3M | -13.6% | +17.1% | -30.6% | -16.9% |
| 6M | +10.4% | +91.5% | -81.0% | -6.2% |
| YTD | -6.5% | +38.8% | -45.3% | -14.9% |
| 1Y | -2.1% | +37.7% | -39.9% | -10.9% |
| 3Y | +22.0% | -13.5% | +35.5% | +18.0% |
| 5Y | -9.7% | -59.3% | +49.6% | +1.5% |
| All | +17.0% | +8.1% | +8.9% | +2.4% |
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 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