+24.2%
ABBV vs IRM
+20.9%
+3.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.8% |
| 7D | -2.0% | -1.8% | -0.2% | -1.9% |
| 30D | +2.0% | -7.8% | +9.7% | +2.6% |
| 3M | +14.2% | -7.9% | +22.0% | +15.0% |
| 6M | +14.1% | +6.3% | +7.7% | +12.3% |
| YTD | +14.2% | +38.2% | -23.9% | +10.3% |
| 1Y | +24.2% | +19.8% | +4.4% | +18.3% |
| All | +24.2% | +20.9% | +3.3% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling