-97.9%
IRE vs ADVB
-79.1%
-18.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -9.5% | -24.4% | -32.1% |
| 7D | -57.1% | -28.0% | -29.1% | -53.7% |
| 30D | -84.4% | -70.2% | -14.2% | -80.6% |
| 3M | -85.0% | -76.1% | -8.9% | -81.3% |
| 6M | -95.2% | -72.3% | -22.9% | -95.3% |
| YTD | -93.9% | -67.5% | -26.5% | -94.4% |
| 1Y | -98.8% | -78.6% | -20.3% | -98.9% |
| All | -97.9% | -79.1% | -18.8% | -98.1% |
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