-85.0%
IRE vs ADVB
-75.8%
-9.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -9.5% | -24.4% | -31.6% |
| 7D | -57.1% | -28.0% | -29.1% | -54.5% |
| 30D | -84.4% | -70.2% | -14.2% | -86.3% |
| 3M | -85.0% | -76.1% | -8.9% | -87.3% |
| All | -85.0% | -75.8% | -9.2% | -87.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling