-14.6%
IP vs AVTR
-59.7%
+45.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -0.9% | +3.2% | -4.0% | -1.6% |
| 30D | +6.7% | +0.5% | +6.2% | +6.5% |
| 3M | -16.6% | +12.1% | -28.7% | -18.9% |
| 6M | +6.0% | +91.2% | -85.2% | -10.2% |
| YTD | -10.7% | +36.3% | -47.0% | -18.5% |
| 1Y | -6.7% | +35.2% | -41.9% | -14.8% |
| 3Y | +17.1% | -15.8% | +33.0% | +12.2% |
| 5Y | -14.6% | -58.9% | +44.4% | -9.0% |
| All | -14.6% | -59.7% | +45.1% | -9.0% |
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