+5.8%
IGV vs ADVB
-97.5%
+103.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.2% |
| 7D | -5.2% | -13.9% | +8.7% | -5.1% |
| 30D | -10.0% | -68.1% | +58.1% | -9.7% |
| 3M | -0.5% | -73.4% | +72.8% | -0.2% |
| 6M | +12.6% | -70.8% | +83.4% | +11.3% |
| YTD | -6.4% | -66.1% | +59.7% | -8.3% |
| 1Y | -9.5% | -77.5% | +68.0% | -10.4% |
| All | +5.8% | -97.5% | +103.4% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling