+499.9%
ABBV vs IRM
+430.1%
+69.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.0% |
| 7D | -2.0% | -1.8% | -0.2% | -1.7% |
| 30D | +2.0% | -7.8% | +9.7% | +3.4% |
| 3M | +14.2% | -7.9% | +22.0% | +15.6% |
| 6M | +14.1% | +6.3% | +7.7% | +12.0% |
| YTD | +14.2% | +38.2% | -23.9% | +6.5% |
| 1Y | +24.2% | +19.8% | +4.4% | +18.6% |
| 3Y | +89.8% | +98.8% | -9.0% | +61.6% |
| 5Y | +187.2% | +191.8% | -4.6% | +121.9% |
| All | +499.9% | +430.1% | +69.8% | +302.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IRM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling