+121.8%
IVZ vs ADVB
-88.3%
+210.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +0.6% | -3.8% | +4.4% | +0.7% |
| 30D | +4.0% | +17.6% | -13.6% | +3.6% |
| 3M | +18.2% | +119.1% | -101.0% | +14.5% |
| 6M | +32.8% | +103.4% | -70.6% | +27.8% |
| YTD | +28.7% | +59.8% | -31.1% | +24.9% |
| 1Y | +55.4% | +8.5% | +46.8% | +51.4% |
| All | +121.8% | -88.3% | +210.1% | +176.1% |
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