+35.2%
IJR vs ADVB
-97.4%
+132.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.6% | +2.9% |
| 7D | +0.2% | -1.2% | +1.4% | +0.2% |
| 30D | +3.0% | -61.4% | +64.4% | +3.3% |
| 3M | -4.5% | -67.8% | +63.3% | -4.2% |
| 6M | +3.1% | -66.9% | +70.0% | +2.7% |
| YTD | +18.9% | -64.9% | +83.8% | +17.7% |
| 1Y | +21.7% | -74.8% | +96.5% | +21.6% |
| All | +35.2% | -97.4% | +132.7% | +58.2% |
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 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