+23.9%
IP vs AVTR
-31.1%
+55.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.5% |
| 7D | -5.3% | +2.7% | -7.9% | -5.8% |
| 30D | -10.9% | +12.1% | -22.9% | -13.0% |
| 3M | +11.2% | +57.2% | -46.1% | -0.1% |
| 6M | -10.2% | +73.1% | -83.3% | -21.3% |
| YTD | -2.0% | +30.6% | -32.6% | -9.2% |
| 1Y | -19.1% | +13.5% | -32.6% | -23.3% |
| All | +23.9% | -31.1% | +55.0% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling