+36.4%
ITOT vs ADVB
-88.8%
+125.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.5% |
| 7D | +0.7% | -14.0% | +14.6% | +0.7% |
| 30D | -1.1% | +41.0% | -42.1% | -1.3% |
| 3M | +3.9% | +127.9% | -124.0% | +2.3% |
| 6M | +14.7% | +101.3% | -86.6% | +12.4% |
| YTD | +13.3% | +53.8% | -40.4% | +11.6% |
| 1Y | +19.1% | +4.4% | +14.7% | +17.6% |
| All | +36.4% | -88.8% | +125.1% | +54.2% |
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 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