+81.6%
IVZ vs ADVB
-97.6%
+179.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.5% | +1.5% | -7.8% |
| 7D | -6.7% | -28.0% | +21.3% | -6.1% |
| 30D | -10.9% | -70.2% | +59.4% | -9.1% |
| 3M | -14.8% | -76.1% | +61.2% | -13.0% |
| 6M | +2.4% | -72.3% | +74.7% | +2.6% |
| YTD | +5.4% | -67.5% | +72.9% | +4.8% |
| 1Y | +19.6% | -78.6% | +98.1% | +20.7% |
| All | +81.6% | -97.6% | +179.2% | +131.7% |
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 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