-88.4%
ADVB vs IFF
+6.7%
-95.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -5.3% |
| 7D | -13.0% | -3.0% | -10.0% | -12.8% |
| 30D | +7.5% | -0.9% | +8.4% | +7.6% |
| 3M | +129.1% | +11.8% | +117.3% | +126.4% |
| 6M | +71.7% | +16.5% | +55.2% | +64.7% |
| YTD | +45.5% | +26.5% | +19.0% | +27.6% |
| 1Y | -2.7% | +32.7% | -35.4% | -18.7% |
| All | -88.4% | +6.7% | -95.1% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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