+11.0%
IYR vs ADVB
-97.1%
+108.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.0% | -10.2% | -0.2% |
| 7D | -1.2% | +10.5% | -11.7% | -1.2% |
| 30D | +6.1% | -56.0% | +62.1% | +6.4% |
| 3M | +0.9% | -70.1% | +71.1% | +1.3% |
| 6M | +1.2% | -53.7% | +54.9% | +0.8% |
| YTD | +11.1% | -60.3% | +71.4% | +10.4% |
| 1Y | +9.0% | -73.1% | +82.1% | +9.3% |
| All | +11.0% | -97.1% | +108.1% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling