-11.3%
ADVB vs IFF
+32.7%
-44.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.0% |
| 7D | -5.9% | -2.8% | -3.1% | -6.8% |
| 30D | +13.9% | -1.1% | +15.0% | +13.5% |
| 3M | +127.3% | +13.8% | +113.5% | +140.2% |
| 6M | +77.0% | +16.7% | +60.3% | +88.7% |
| YTD | +51.5% | +26.1% | +25.4% | +54.2% |
| 1Y | -11.3% | +33.5% | -44.8% | -9.5% |
| All | -11.3% | +32.7% | -44.1% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling