-96.8%
ADVB vs IFF
+5.1%
-102.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.6% | +10.6% | +10.0% |
| 7D | +10.5% | -5.7% | +16.2% | +10.6% |
| 30D | -56.0% | -2.7% | -53.3% | -56.2% |
| 3M | -70.1% | -2.3% | -67.8% | -70.2% |
| 6M | -53.7% | +6.0% | -59.7% | -54.1% |
| YTD | -60.3% | +24.6% | -84.9% | -65.3% |
| 1Y | -73.1% | +29.4% | -102.5% | -77.3% |
| All | -96.8% | +5.1% | -102.0% | -96.6% |
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