+35.7%
IJR vs ADVB
-89.4%
+125.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.3% | -1.1% |
| 7D | -1.1% | -13.0% | +11.9% | -1.1% |
| 30D | -3.6% | +7.5% | -11.1% | -3.7% |
| 3M | +2.3% | +129.1% | -126.8% | +0.7% |
| 6M | +14.3% | +71.7% | -57.4% | +12.3% |
| YTD | +19.3% | +45.5% | -26.3% | +17.6% |
| 1Y | +22.6% | -2.7% | +25.4% | +21.4% |
| All | +35.7% | -89.4% | +125.1% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling