+46.4%
IWM vs ADVB
-88.3%
+134.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +0.1% | -3.8% | +3.9% | +0.1% |
| 30D | -1.3% | +17.6% | -18.8% | -1.3% |
| 3M | +1.6% | +119.1% | -117.5% | +0.3% |
| 6M | +13.6% | +103.4% | -89.8% | +11.4% |
| YTD | +20.8% | +59.8% | -39.1% | +19.1% |
| 1Y | +26.4% | +8.5% | +17.9% | +25.1% |
| All | +46.4% | -88.3% | +134.8% | +69.3% |
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 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