+7.4%
IGV vs ADVB
-97.4%
+104.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.1% |
| 7D | -2.3% | -4.1% | +1.8% | -2.3% |
| 30D | -11.0% | -60.3% | +49.3% | -10.7% |
| 3M | -4.5% | -73.3% | +68.9% | -4.2% |
| 6M | +10.1% | -65.9% | +76.0% | +8.7% |
| YTD | -5.1% | -63.9% | +58.8% | -7.0% |
| 1Y | -10.2% | -74.1% | +63.9% | -11.3% |
| All | +7.4% | -97.4% | +104.8% | +26.3% |
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 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