+31.9%
IEFA vs ADVB
-95.9%
+127.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +42.7% | -43.4% | -0.7% |
| 7D | +1.3% | +74.2% | -72.9% | +1.2% |
| 30D | +0.1% | -35.9% | +36.0% | +0.1% |
| 3M | -4.2% | -56.4% | +52.2% | -4.2% |
| 6M | +1.9% | -36.7% | +38.6% | +1.2% |
| YTD | +9.9% | -43.3% | +53.3% | +8.9% |
| 1Y | +11.5% | -63.4% | +74.9% | +11.4% |
| All | +31.9% | -95.9% | +127.7% | +44.9% |
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