+68.2%
IVV vs AVTR
-60.1%
+128.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | 0.0% |
| 7D | -2.7% | -3.6% | +0.9% | -2.1% |
| 30D | -5.4% | +0.8% | -6.1% | -5.5% |
| 3M | -4.1% | +17.4% | -21.4% | -6.8% |
| 6M | +0.7% | +83.5% | -82.8% | -10.5% |
| YTD | +8.7% | +35.0% | -26.3% | +1.8% |
| 1Y | +11.0% | +36.7% | -25.7% | +3.5% |
| 3Y | +75.4% | -15.3% | +90.8% | +71.8% |
| All | +68.2% | -60.1% | +128.3% | +103.1% |
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