+34.2%
IJR vs ADVB
-95.9%
+130.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +42.7% | -43.9% | -1.3% |
| 7D | +2.3% | +74.2% | -71.9% | +2.1% |
| 30D | +2.2% | -35.9% | +38.1% | +2.3% |
| 3M | -5.3% | -56.4% | +51.2% | -5.1% |
| 6M | +4.3% | -36.7% | +41.0% | +3.4% |
| YTD | +18.0% | -43.3% | +61.3% | +16.6% |
| 1Y | +19.2% | -63.4% | +82.6% | +19.3% |
| All | +34.2% | -95.9% | +130.1% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling