+31.1%
IVV vs ADVB
-97.5%
+128.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | +0.3% |
| 7D | -2.7% | -13.9% | +11.2% | -2.6% |
| 30D | -5.4% | -68.1% | +62.7% | -5.0% |
| 3M | -4.1% | -73.4% | +69.3% | -3.6% |
| 6M | +0.7% | -70.8% | +71.5% | +0.5% |
| YTD | +8.7% | -66.1% | +74.8% | +7.8% |
| 1Y | +11.0% | -77.5% | +88.5% | +11.0% |
| All | +31.1% | -97.5% | +128.6% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling