+43.4%
IWD vs ADVB
-97.4%
+140.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +2.0% |
| 7D | +1.3% | -1.2% | +2.5% | +1.3% |
| 30D | +3.6% | -61.4% | +65.0% | +3.9% |
| 3M | +2.3% | -67.8% | +70.2% | +2.7% |
| 6M | +13.0% | -66.9% | +79.9% | +12.7% |
| YTD | +26.2% | -64.9% | +91.1% | +25.2% |
| 1Y | +30.5% | -74.8% | +105.2% | +30.4% |
| All | +43.4% | -97.4% | +140.8% | +58.4% |
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