+8.6%
IGV vs ADVB
-97.4%
+106.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +2.6% |
| 7D | -0.4% | -1.2% | +0.8% | -0.4% |
| 30D | -9.9% | -61.4% | +51.4% | -9.7% |
| 3M | -1.2% | -67.8% | +66.6% | -0.9% |
| 6M | +11.3% | -66.9% | +78.2% | +9.9% |
| YTD | -4.0% | -64.9% | +60.9% | -5.9% |
| 1Y | -7.3% | -74.8% | +67.4% | -8.4% |
| All | +8.6% | -97.4% | +106.0% | +27.8% |
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 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