+11.9%
IGV vs ADVB
-88.3%
+100.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | -4.5% | -3.8% | -0.7% | -4.5% |
| 30D | +3.2% | +17.6% | -14.4% | +3.2% |
| 3M | +4.5% | +119.1% | -114.6% | +2.5% |
| 6M | +22.1% | +103.4% | -81.3% | +18.4% |
| YTD | -1.0% | +59.8% | -60.9% | -3.4% |
| 1Y | -2.1% | +8.5% | -10.7% | -4.3% |
| All | +11.9% | -88.3% | +100.3% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling