-87.2%
ADVB vs IAG
+261.8%
-349.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -3.8% | -0.5% | -3.2% | -3.7% |
| 30D | +17.6% | +28.9% | -11.3% | +15.6% |
| 3M | +119.1% | +19.1% | +100.0% | +117.7% |
| 6M | +103.4% | -10.3% | +113.6% | +108.4% |
| YTD | +59.8% | +24.2% | +35.6% | +58.5% |
| 1Y | +8.5% | +116.5% | -107.9% | +2.3% |
| All | -87.2% | +261.8% | -349.0% | -89.6% |
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 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