+28.0%
IJH vs ADVB
-89.4%
+117.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.3% | -1.0% |
| 7D | -0.7% | -13.0% | +12.3% | -0.7% |
| 30D | -3.8% | +7.5% | -11.3% | -3.9% |
| 3M | 0.0% | +129.1% | -129.1% | -1.5% |
| 6M | +8.8% | +71.7% | -63.0% | +6.9% |
| YTD | +13.5% | +45.5% | -32.0% | +12.0% |
| 1Y | +15.4% | -2.7% | +18.2% | +14.3% |
| All | +28.0% | -89.4% | +117.4% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling