+9.2%
IYR vs ADVB
-75.5%
+84.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.2% |
| 7D | +2.1% | -4.1% | +6.2% | +2.1% |
| 30D | +7.2% | -60.3% | +67.4% | +6.7% |
| 3M | +0.4% | -73.3% | +73.7% | -0.2% |
| 6M | +1.4% | -65.9% | +67.4% | +1.6% |
| YTD | +11.3% | -63.9% | +75.2% | +11.1% |
| All | +9.2% | -75.5% | +84.7% | +9.9% |
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