+81.6%
IVZ vs ADVB
-97.5%
+179.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.1% |
| 7D | -2.4% | -13.9% | +11.5% | -2.2% |
| 30D | -11.2% | -68.1% | +56.9% | -9.6% |
| 3M | -14.0% | -73.4% | +59.4% | -12.3% |
| 6M | +0.5% | -70.8% | +71.3% | +0.5% |
| YTD | +5.4% | -66.1% | +71.5% | +4.8% |
| 1Y | +19.5% | -77.5% | +97.0% | +20.5% |
| All | +81.6% | -97.5% | +179.1% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling