+19.2%
IEFA vs ADVB
-3.0%
+22.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.3% | -1.1% |
| 7D | -0.5% | -13.0% | +12.5% | -0.6% |
| 30D | -1.1% | +7.5% | -8.6% | -1.0% |
| 3M | +5.1% | +129.1% | -124.0% | +5.7% |
| 6M | +9.3% | +71.7% | -62.4% | +9.7% |
| YTD | +13.0% | +45.5% | -32.6% | +13.3% |
| 1Y | +19.2% | -2.7% | +21.9% | +19.3% |
| All | +19.2% | -3.0% | +22.1% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling