-83.7%
IRE vs ADVB
+2.6%
-86.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.7% | +14.7% | +14.1% |
| 7D | +54.8% | -3.8% | +58.5% | +55.0% |
| 30D | +18.4% | +17.6% | +0.8% | +13.0% |
| 3M | -66.7% | +119.1% | -185.9% | -76.9% |
| 6M | -52.3% | +103.4% | -155.7% | -67.0% |
| YTD | -52.3% | +59.8% | -112.2% | -66.3% |
| All | -83.7% | +2.6% | -86.3% | -88.7% |
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