+0.9%
IOT vs ADVB
-97.1%
+98.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.0% | -8.0% | +2.1% |
| 7D | -1.3% | +10.5% | -11.8% | -1.1% |
| 30D | +1.5% | -56.0% | +57.5% | -0.3% |
| 3M | +4.8% | -70.1% | +74.9% | +2.1% |
| 6M | +45.3% | -53.7% | +99.0% | +41.2% |
| YTD | +19.2% | -60.3% | +79.4% | +15.5% |
| 1Y | +6.1% | -73.1% | +79.2% | +3.4% |
| All | +0.9% | -97.1% | +98.0% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling