-12.4%
IP vs AVTR
-60.1%
+47.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.3% |
| 7D | -5.1% | -3.6% | -1.4% | -4.3% |
| 30D | +8.5% | +0.8% | +7.7% | +8.2% |
| 3M | -13.8% | +17.4% | -31.2% | -17.2% |
| 6M | +5.7% | +83.5% | -77.8% | -9.5% |
| YTD | -9.1% | +35.0% | -44.1% | -16.9% |
| 1Y | -0.8% | +36.7% | -37.5% | -9.7% |
| 3Y | +14.8% | -15.3% | +30.1% | +9.7% |
| All | -12.4% | -60.1% | +47.7% | -6.3% |
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