+26.5%
IBN vs ADVB
-97.1%
+123.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.0% | -10.4% | -0.3% |
| 7D | +11.1% | +10.5% | +0.7% | +11.2% |
| 30D | +23.9% | -56.0% | +79.9% | +23.5% |
| 3M | +16.3% | -70.1% | +86.4% | +15.9% |
| 6M | +34.2% | -53.7% | +87.9% | +33.0% |
| YTD | +17.6% | -60.3% | +77.8% | +16.5% |
| 1Y | +13.8% | -73.1% | +87.0% | +13.9% |
| All | +26.5% | -97.1% | +123.6% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling