To be honest, I find the meaning of this idea difficult to understand.
If the dog was smarter than an average dog would have been having had the same training, is this because the dog is naturally intelligent? Or is there a different explanation for this dog's intelligence?
Because this meaning is so unusual, I think you would have to give more information to make a clear English sentence.
These are some sentences that might make sense:
"The dog was more intelligent than the others who had had the same training"
"The dog was smarter than he should have been, with the training he had received"
"The dog was naturally smart, with an intelligence that could not have been taught"