-97.2%
IRE vs ADVB
-77.5%
-19.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.2% |
| 7D | -15.5% | -1.2% | -14.3% | -14.1% |
| 30D | -70.4% | -61.4% | -9.0% | -64.5% |
| 3M | -81.6% | -67.8% | -13.8% | -78.2% |
| 6M | -94.7% | -66.9% | -27.8% | -94.8% |
| YTD | -91.8% | -64.9% | -26.9% | -92.5% |
| 1Y | -97.6% | -74.8% | -22.8% | -97.7% |
| All | -97.2% | -77.5% | -19.7% | -97.5% |
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