+11.9%
IRM vs ADVB
-73.6%
+85.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.1% |
| 7D | -5.1% | -4.1% | -1.0% | -5.1% |
| 30D | -3.3% | -60.3% | +57.0% | -3.4% |
| 3M | -8.2% | -73.3% | +65.2% | -8.3% |
| 6M | -12.8% | -65.9% | +53.2% | -12.3% |
| YTD | +36.6% | -63.9% | +100.5% | +36.9% |
| 1Y | +11.9% | -74.1% | +86.0% | +12.0% |
| All | +11.9% | -73.6% | +85.5% | +12.0% |
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