-98.0%
IRE vs ADVB
-72.2%
-25.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -23.6% | +9.2% | -10.1% |
| 7D | -31.8% | +27.8% | -59.6% | -36.7% |
| 30D | -71.8% | -50.8% | -21.0% | -68.5% |
| 3M | -88.9% | -70.5% | -18.4% | -86.9% |
| 6M | -95.4% | -46.7% | -48.6% | -96.1% |
| YTD | -94.2% | -56.7% | -37.6% | -95.1% |
| 1Y | -97.1% | -71.8% | -25.3% | -97.6% |
| All | -98.0% | -72.2% | -25.8% | -98.4% |
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