+65.5%
IWF vs AVTR
-16.2%
+81.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +2.8% | +0.5% | +2.4% | +2.8% |
| 30D | -7.5% | -1.0% | -6.5% | -7.4% |
| 3M | -8.5% | +12.2% | -20.7% | -9.8% |
| 6M | -7.4% | +97.5% | -104.9% | -15.6% |
| YTD | -2.6% | +35.6% | -38.2% | -7.2% |
| 1Y | -1.8% | +32.8% | -34.7% | -6.3% |
| 3Y | +65.5% | -16.5% | +82.0% | +70.8% |
| All | +65.5% | -16.2% | +81.6% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling