-12.3%
IP vs AVTR
-60.9%
+48.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.2% |
| 7D | -5.0% | -9.2% | +4.3% | -2.9% |
| 30D | +6.5% | -1.9% | +8.4% | +6.9% |
| 3M | -18.0% | +13.3% | -31.4% | -20.6% |
| 6M | +10.3% | +88.1% | -77.8% | -6.1% |
| YTD | -9.9% | +32.1% | -42.0% | -17.2% |
| 1Y | -1.1% | +30.7% | -31.8% | -9.0% |
| 3Y | +13.0% | -17.6% | +30.6% | +8.7% |
| 5Y | -12.3% | -60.3% | +48.1% | -5.6% |
| All | -12.3% | -60.9% | +48.6% | -5.6% |
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