+57.4%
IBB vs ADVB
-97.5%
+154.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +1.7% |
| 7D | -1.8% | -13.9% | +12.1% | -1.7% |
| 30D | +5.1% | -68.1% | +73.2% | +5.8% |
| 3M | +10.7% | -73.4% | +84.1% | +11.5% |
| 6M | +22.9% | -70.8% | +93.7% | +22.9% |
| YTD | +26.7% | -66.1% | +92.8% | +25.2% |
| 1Y | +35.1% | -77.5% | +112.6% | +35.3% |
| All | +57.4% | -97.5% | +154.9% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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