+9.5%
IYR vs ADVB
-88.3%
+97.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -1.2% | -3.8% | +2.5% | -1.2% |
| 30D | -2.9% | +17.6% | -20.4% | -2.9% |
| 3M | +0.8% | +119.1% | -118.3% | -0.2% |
| 6M | +1.9% | +103.4% | -101.5% | +0.4% |
| YTD | +9.6% | +59.8% | -50.2% | +8.4% |
| 1Y | +8.1% | +8.5% | -0.5% | +7.2% |
| All | +9.5% | -88.3% | +97.8% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling