+199.3%
IVV vs AVTR
+3.6%
+195.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | +0.5% | +7.4% | -6.9% | -1.0% |
| 30D | -1.0% | +12.2% | -13.2% | -3.5% |
| 3M | +3.9% | +57.4% | -53.5% | -6.8% |
| 6M | +14.5% | +86.7% | -72.2% | -1.6% |
| YTD | +12.9% | +33.1% | -20.2% | +4.3% |
| 1Y | +19.4% | +16.1% | +3.2% | +11.8% |
| 3Y | +78.8% | -24.6% | +103.4% | +79.9% |
| 5Y | +82.2% | -63.5% | +145.7% | +119.6% |
| All | +199.3% | +3.6% | +195.7% | +160.8% |
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