+73.6%
IWF vs AVTR
-64.4%
+138.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | 0.0% |
| 7D | +0.5% | +1.6% | -1.0% | +0.2% |
| 30D | -1.4% | +8.4% | -9.8% | -2.9% |
| 3M | +0.4% | +50.2% | -49.7% | -8.0% |
| 6M | +8.5% | +82.6% | -74.1% | -5.0% |
| YTD | +3.7% | +29.8% | -26.2% | -2.9% |
| 1Y | +8.5% | +16.0% | -7.5% | +2.2% |
| 3Y | +78.5% | -26.4% | +105.0% | +80.6% |
| 5Y | +73.6% | -64.5% | +138.1% | +124.8% |
| All | +73.6% | -64.4% | +138.1% | +124.8% |
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 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