-18.7%
IRM vs ADVB
-67.7%
+49.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -9.5% | -1.6% | -11.0% |
| 7D | -10.9% | -28.0% | +17.2% | -10.8% |
| 30D | -9.4% | -70.2% | +60.8% | -9.2% |
| 3M | -16.4% | -76.1% | +59.7% | -16.1% |
| 6M | -18.7% | -72.3% | +53.6% | -18.5% |
| All | -18.7% | -67.7% | +49.0% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling