+24.0%
IWF vs ADVB
-95.9%
+119.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +42.7% | -43.0% | -0.7% |
| 7D | +5.3% | +74.2% | -68.9% | +4.8% |
| 30D | -8.6% | -35.9% | +27.3% | -8.7% |
| 3M | -6.5% | -56.4% | +49.9% | -6.5% |
| 6M | -5.6% | -36.7% | +31.1% | -6.7% |
| YTD | -1.5% | -43.3% | +41.8% | -3.0% |
| 1Y | -2.8% | -63.4% | +60.5% | -3.1% |
| All | +24.0% | -95.9% | +119.9% | +43.2% |
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