+3.5%
IEF vs ADVB
-88.3%
+91.8%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.3% | -3.8% | +3.5% | -0.3% |
| 30D | -0.8% | +17.6% | -18.4% | -0.8% |
| 3M | -1.0% | +119.1% | -120.1% | -1.0% |
| 6M | -2.8% | +103.4% | -106.1% | -2.9% |
| YTD | -1.5% | +59.8% | -61.3% | -1.6% |
| 1Y | -0.4% | +8.5% | -9.0% | -0.5% |
| All | +3.5% | -88.3% | +91.8% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling