+34.4%
IWM vs ADVB
-97.6%
+132.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.5% | +4.9% | -4.6% |
| 7D | -4.6% | -28.0% | +23.4% | -4.5% |
| 30D | -3.7% | -70.2% | +66.5% | -3.4% |
| 3M | -9.4% | -76.1% | +66.7% | -9.1% |
| 6M | -3.6% | -72.3% | +68.7% | -3.8% |
| YTD | +10.8% | -67.5% | +78.3% | +9.7% |
| 1Y | +11.9% | -78.6% | +90.4% | +11.9% |
| All | +34.4% | -97.6% | +132.0% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling