-97.1%
IRE vs ADVB
-78.2%
-18.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +4.2% | +35.4% | +38.7% |
| 7D | -27.2% | -13.9% | -13.3% | -23.9% |
| 30D | -75.1% | -68.1% | -7.0% | -69.4% |
| 3M | -77.9% | -73.4% | -4.5% | -73.0% |
| 6M | -94.6% | -70.8% | -23.8% | -94.7% |
| YTD | -91.5% | -66.1% | -25.4% | -92.3% |
| 1Y | -97.8% | -77.5% | -20.3% | -98.0% |
| All | -97.1% | -78.2% | -18.9% | -97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling