+195.0%
IVV vs AVTR
+8.1%
+186.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.5% | +1.7% |
| 7D | +0.1% | +1.9% | -1.8% | -0.3% |
| 30D | -3.3% | +1.5% | -4.8% | -3.7% |
| 3M | -2.4% | +17.1% | -19.5% | -5.8% |
| 6M | +2.6% | +91.5% | -88.9% | -12.2% |
| YTD | +11.3% | +38.8% | -27.5% | +1.7% |
| 1Y | +13.4% | +37.7% | -24.3% | +3.7% |
| 3Y | +80.3% | -13.5% | +93.8% | +75.3% |
| 5Y | +72.7% | -59.3% | +132.0% | +102.8% |
| All | +195.0% | +8.1% | +186.9% | +154.4% |
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