+604.1%
ABBV vs IRM
+520.0%
+84.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +1.3% | +6.8% | -5.5% | 0.0% |
| 30D | +4.7% | +2.6% | +2.1% | +4.1% |
| 3M | +18.3% | -9.5% | +27.8% | +20.2% |
| 6M | +43.4% | -8.5% | +51.9% | +45.0% |
| YTD | +33.0% | +40.3% | -7.3% | +23.0% |
| 1Y | +30.8% | +28.7% | +2.1% | +23.0% |
| 3Y | +135.1% | +111.8% | +23.3% | +96.1% |
| 5Y | +201.2% | +189.1% | +12.1% | +130.8% |
| All | +604.1% | +520.0% | +84.1% | +345.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling