-7.9%
IGV vs ADVB
-73.0%
+65.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.0% | -8.1% | +1.9% |
| 7D | -1.3% | +10.5% | -11.8% | -1.3% |
| 30D | -8.1% | -56.0% | +47.9% | -8.6% |
| 3M | -1.6% | -70.1% | +68.5% | -2.4% |
| 6M | +12.7% | -53.7% | +66.4% | +10.3% |
| YTD | -3.3% | -60.3% | +57.0% | -5.3% |
| 1Y | -7.9% | -73.1% | +65.2% | -7.9% |
| All | -7.9% | -73.0% | +65.1% | -7.9% |
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 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