-5.0%
IWF vs ADVB
-77.7%
+72.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -3.0% | +1.3% |
| 7D | -5.0% | -13.9% | +8.9% | -5.0% |
| 30D | -13.2% | -68.1% | +54.9% | -13.7% |
| 3M | -9.4% | -73.4% | +64.0% | -10.0% |
| 6M | -8.6% | -70.8% | +62.2% | -9.2% |
| YTD | -5.3% | -66.1% | +60.8% | -6.0% |
| 1Y | -5.0% | -77.5% | +72.5% | -3.3% |
| All | -5.0% | -77.7% | +72.7% | -3.3% |
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