+231.5%
IWF vs AVTR
+1.1%
+230.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.7% | -2.0% | +0.3% | -1.2% |
| 30D | -1.8% | +8.1% | -9.9% | -3.7% |
| 3M | +1.5% | +54.2% | -52.7% | -9.5% |
| 6M | +7.7% | +82.6% | -74.9% | -8.3% |
| YTD | +2.7% | +29.8% | -27.1% | -5.3% |
| 1Y | +6.8% | +18.0% | -11.2% | -1.2% |
| 3Y | +76.9% | -26.4% | +103.3% | +78.7% |
| 5Y | +73.4% | -64.8% | +138.2% | +115.9% |
| All | +231.5% | +1.1% | +230.4% | +196.4% |
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