+38.2%
IJR vs ADVB
-88.3%
+126.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -0.2% | -3.8% | +3.6% | -0.2% |
| 30D | -2.4% | +17.6% | -20.0% | -2.5% |
| 3M | +3.9% | +119.1% | -115.2% | +2.5% |
| 6M | +12.4% | +103.4% | -91.0% | +10.1% |
| YTD | +21.5% | +59.8% | -38.4% | +19.8% |
| 1Y | +24.0% | +8.5% | +15.4% | +22.6% |
| All | +38.2% | -88.3% | +126.5% | +60.9% |
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