+31.6%
IWF vs ADVB
-88.3%
+119.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.5% | -3.8% | +4.3% | +0.5% |
| 30D | -0.4% | +17.6% | -18.0% | -0.5% |
| 3M | -2.6% | +119.1% | -121.7% | -4.0% |
| 6M | +9.1% | +103.4% | -94.2% | +6.8% |
| YTD | +4.5% | +59.8% | -55.4% | +2.8% |
| 1Y | +10.1% | +8.5% | +1.5% | +8.6% |
| All | +31.6% | -88.3% | +119.9% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling