+15.5%
IJH vs ADVB
-73.1%
+88.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.0% | -9.1% | +0.8% |
| 7D | +0.2% | +10.5% | -10.3% | +0.2% |
| 30D | +2.1% | -56.0% | +58.2% | +1.8% |
| 3M | -3.6% | -70.1% | +66.5% | -4.1% |
| 6M | +1.8% | -53.7% | +55.5% | +1.6% |
| YTD | +14.1% | -60.3% | +74.4% | +14.5% |
| All | +15.5% | -73.1% | +88.5% | +19.6% |
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