+12.2%
IOT vs ADVB
+5.8%
+6.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.7% |
| 7D | -2.3% | -3.8% | +1.4% | -2.4% |
| 30D | +3.8% | +17.6% | -13.8% | +5.0% |
| 3M | +14.2% | +119.1% | -105.0% | +17.9% |
| 6M | +40.1% | +103.4% | -63.3% | +44.1% |
| YTD | +13.4% | +59.8% | -46.4% | +15.9% |
| 1Y | +12.2% | +8.5% | +3.6% | +14.0% |
| All | +12.2% | +5.8% | +6.3% | +14.0% |
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