-97.3%
ADVB vs IAG
+231.4%
-328.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.2% | -3.0% | +3.9% |
| 7D | -13.9% | +21.4% | -35.3% | -14.5% |
| 30D | -68.1% | +4.0% | -72.2% | -68.2% |
| 3M | -73.4% | +17.0% | -90.4% | -73.8% |
| 6M | -70.8% | +1.4% | -72.2% | -70.7% |
| YTD | -66.1% | +13.8% | -79.9% | -66.4% |
| 1Y | -77.5% | +55.8% | -133.3% | -77.3% |
| All | -97.3% | +231.4% | -328.7% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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