-63.4%
ADVB vs IFF
+26.2%
-89.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.7% | -2.7% | +45.4% | +41.3% |
| 7D | +74.2% | -6.9% | +81.1% | +69.5% |
| 30D | -35.9% | -8.9% | -27.0% | -37.9% |
| 3M | -56.4% | -3.7% | -52.8% | -56.9% |
| 6M | -36.7% | +3.5% | -40.2% | -34.2% |
| YTD | -43.3% | +21.2% | -64.5% | -42.9% |
| 1Y | -63.4% | +25.6% | -89.0% | -63.9% |
| All | -63.4% | +26.2% | -89.5% | -63.9% |
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