-77.5%
ADVB vs IAG
+55.8%
-133.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.2% | -3.0% | +3.3% |
| 7D | -13.9% | +21.4% | -35.3% | -16.1% |
| 30D | -68.1% | +4.0% | -72.2% | -68.3% |
| 3M | -73.4% | +17.0% | -90.4% | -74.6% |
| 6M | -70.8% | +1.4% | -72.2% | -70.8% |
| YTD | -66.1% | +13.8% | -79.9% | -71.6% |
| 1Y | -77.5% | +55.8% | -133.3% | -85.6% |
| All | -77.5% | +55.8% | -133.3% | -85.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling