-97.1%
ADVB vs IAG
+227.2%
-324.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.7% | +9.6% | +3.2% |
| 7D | -4.1% | +16.8% | -20.9% | -4.7% |
| 30D | -60.3% | -1.5% | -58.8% | -60.3% |
| 3M | -73.3% | +0.5% | -73.8% | -73.5% |
| 6M | -65.9% | -1.0% | -65.0% | -65.8% |
| YTD | -63.9% | +12.3% | -76.2% | -64.2% |
| 1Y | -74.1% | +39.2% | -113.4% | -74.3% |
| All | -97.1% | +227.2% | -324.3% | -97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling