-1.8%
IWF vs ADVB
-72.7%
+70.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -23.6% | +22.4% | -1.1% |
| 7D | +2.8% | +27.8% | -25.0% | +2.8% |
| 30D | -7.5% | -50.8% | +43.2% | -7.9% |
| 3M | -8.5% | -70.5% | +62.0% | -9.2% |
| 6M | -7.4% | -46.7% | +39.3% | -8.0% |
| YTD | -2.6% | -56.7% | +54.0% | -3.3% |
| 1Y | -1.8% | -71.8% | +69.9% | -0.5% |
| All | -1.8% | -72.7% | +70.8% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling