+1.7%
IEF vs ADVB
-96.8%
+98.5%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -23.6% | +23.4% | -0.2% |
| 7D | -2.0% | +27.8% | -29.8% | -1.9% |
| 30D | +0.7% | -50.8% | +51.5% | +0.7% |
| 3M | -2.5% | -70.5% | +68.0% | -2.5% |
| 6M | -2.6% | -46.7% | +44.2% | -2.6% |
| YTD | -3.2% | -56.7% | +53.5% | -3.3% |
| 1Y | -3.0% | -71.8% | +68.7% | -3.1% |
| All | +1.7% | -96.8% | +98.5% | +2.8% |
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