-5.3%
IGV vs ADVB
-72.7%
+67.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -23.6% | +23.3% | -0.3% |
| 7D | +2.3% | +27.8% | -25.4% | +2.4% |
| 30D | -6.0% | -50.8% | +44.8% | -6.4% |
| 3M | -4.8% | -70.5% | +65.7% | -5.5% |
| 6M | +14.2% | -46.7% | +61.0% | +11.8% |
| YTD | -4.2% | -56.7% | +52.4% | -6.2% |
| 1Y | -5.3% | -71.8% | +66.5% | -5.3% |
| All | -5.3% | -72.7% | +67.4% | -5.3% |
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