-22.9%
IP vs ADVB
-88.3%
+65.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | -5.3% | -3.8% | -1.5% | -5.2% |
| 30D | -10.9% | +17.6% | -28.4% | -11.2% |
| 3M | +11.2% | +119.1% | -108.0% | +9.5% |
| 6M | -10.2% | +103.4% | -113.6% | -11.9% |
| YTD | -2.0% | +59.8% | -61.8% | -3.2% |
| 1Y | -19.1% | +8.5% | -27.6% | -20.4% |
| All | -22.9% | -88.3% | +65.4% | -7.1% |
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