+29.4%
IJH vs ADVB
-88.8%
+118.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.6% |
| 7D | +1.0% | -14.0% | +15.0% | +1.1% |
| 30D | -3.1% | +41.0% | -44.1% | -3.3% |
| 3M | +1.9% | +127.9% | -126.0% | +0.4% |
| 6M | +11.0% | +101.3% | -90.3% | +8.8% |
| YTD | +14.7% | +53.8% | -39.0% | +13.2% |
| 1Y | +15.6% | +4.4% | +11.2% | +14.4% |
| All | +29.4% | -88.8% | +118.1% | +49.5% |
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