+30.6%
IVV vs ADVB
-97.6%
+128.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.5% | +5.1% | -4.4% |
| 7D | -4.8% | -28.0% | +23.3% | -4.6% |
| 30D | -5.9% | -70.2% | +64.3% | -5.5% |
| 3M | -4.5% | -76.1% | +71.5% | -4.0% |
| 6M | +1.8% | -72.3% | +74.1% | +1.6% |
| YTD | +8.4% | -67.5% | +75.8% | +7.4% |
| 1Y | +9.4% | -78.6% | +88.0% | +9.5% |
| All | +30.6% | -97.6% | +128.3% | +47.2% |
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