+17.4%
IJH vs ADVB
-76.7%
+94.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.2% | +0.6% |
| 7D | +1.7% | -29.5% | +31.2% | +1.5% |
| 30D | +1.2% | -66.9% | +68.1% | +0.8% |
| 3M | -3.4% | -73.7% | +70.3% | -3.9% |
| 6M | +3.7% | -64.8% | +68.4% | +3.5% |
| YTD | +13.9% | -64.0% | +78.0% | +14.3% |
| 1Y | +17.4% | -77.0% | +94.4% | +20.2% |
| All | +17.4% | -76.7% | +94.1% | +20.2% |
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 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