+5.7%
IYR vs AVTR
-64.4%
+70.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.7% |
| 7D | -0.9% | +1.6% | -2.5% | -1.2% |
| 30D | -2.4% | +8.4% | -10.7% | -3.8% |
| 3M | -2.0% | +50.2% | -52.2% | -9.6% |
| 6M | +2.5% | +82.6% | -80.1% | -9.3% |
| YTD | +8.3% | +29.8% | -21.5% | +2.0% |
| 1Y | +6.5% | +16.0% | -9.5% | +1.2% |
| 3Y | +29.3% | -26.4% | +55.8% | +32.3% |
| 5Y | +5.7% | -64.5% | +70.1% | +24.8% |
| All | +5.7% | -64.4% | +70.1% | +24.8% |
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