+9.7%
IYR vs ADVB
-97.5%
+107.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -0.6% |
| 7D | +2.0% | -13.9% | +15.9% | +2.0% |
| 30D | +8.2% | -68.1% | +76.3% | +8.6% |
| 3M | -1.7% | -73.4% | +71.6% | -1.3% |
| 6M | -0.4% | -70.8% | +70.4% | -0.3% |
| YTD | +9.9% | -66.1% | +76.0% | +9.2% |
| 1Y | +10.4% | -77.5% | +87.9% | +10.9% |
| All | +9.7% | -97.5% | +107.3% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling