+85.2%
ABBV vs IRM
+101.2%
-16.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -4.3% | +1.6% | -5.9% | -4.6% |
| 30D | +1.1% | -4.2% | +5.3% | +1.7% |
| 3M | +12.3% | -5.4% | +17.7% | +13.1% |
| 6M | +9.8% | +12.0% | -2.2% | +6.9% |
| YTD | +11.5% | +42.0% | -30.6% | +4.0% |
| 1Y | +22.3% | +29.9% | -7.6% | +15.2% |
| 3Y | +85.2% | +104.4% | -19.2% | +61.2% |
| All | +85.2% | +101.2% | -16.1% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling