+23.4%
IBN vs ADVB
-97.5%
+120.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +4.2% |
| 7D | +15.1% | -13.9% | +29.0% | +15.0% |
| 30D | +21.6% | -68.1% | +89.8% | +21.1% |
| 3M | +11.2% | -73.4% | +84.6% | +10.7% |
| 6M | +27.8% | -70.8% | +98.5% | +26.7% |
| YTD | +14.7% | -66.1% | +80.8% | +13.5% |
| 1Y | +14.4% | -77.5% | +91.9% | +14.4% |
| All | +23.4% | -97.5% | +120.9% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling