+32.7%
IRM vs ADVB
+5.8%
+26.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | -0.5% | -3.8% | +3.3% | -0.5% |
| 30D | -8.1% | +17.6% | -25.6% | -8.0% |
| 3M | -9.7% | +119.1% | -128.8% | -7.7% |
| 6M | +10.0% | +103.4% | -93.4% | +12.8% |
| YTD | +43.0% | +59.8% | -16.8% | +45.5% |
| 1Y | +32.7% | +8.5% | +24.1% | +34.8% |
| All | +32.7% | +5.8% | +26.8% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling