+9.4%
IYR vs ADVB
-88.8%
+98.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | -0.1% |
| 7D | -0.4% | -14.0% | +13.6% | -0.3% |
| 30D | -2.5% | +41.0% | -43.5% | -2.7% |
| 3M | +1.5% | +127.9% | -126.5% | +0.3% |
| 6M | +3.9% | +101.3% | -97.5% | +2.3% |
| YTD | +9.5% | +53.8% | -44.2% | +8.3% |
| 1Y | +7.5% | +4.4% | +3.0% | +6.6% |
| All | +9.4% | -88.8% | +98.2% | +25.7% |
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 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