-96.5%
ADVB vs IAG
+206.0%
-302.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +1.1% | -24.6% | -23.6% |
| 7D | +27.8% | -7.7% | +35.5% | +27.9% |
| 30D | -50.8% | +1.6% | -52.4% | -50.9% |
| 3M | -70.5% | -2.4% | -68.1% | -70.7% |
| 6M | -46.7% | -7.8% | -38.9% | -46.5% |
| YTD | -56.7% | +5.0% | -61.7% | -57.0% |
| 1Y | -71.8% | +25.7% | -97.5% | -72.0% |
| All | -96.5% | +206.0% | -302.5% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling