+9.3%
IWF vs ADVB
+10.9%
-1.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | -0.4% |
| 7D | +1.5% | -14.0% | +15.5% | +1.4% |
| 30D | -1.3% | +41.0% | -42.2% | -0.9% |
| 3M | +0.1% | +127.9% | -127.8% | +1.0% |
| 6M | +10.3% | +101.3% | -91.1% | +11.1% |
| YTD | +4.2% | +53.8% | -49.6% | +4.8% |
| 1Y | +9.3% | +4.4% | +4.9% | +9.5% |
| All | +9.3% | +10.9% | -1.6% | +9.5% |
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