+135.1%
ABBV vs IRM
+109.6%
+25.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +0.1% | -5.3% | +5.3% | +0.8% |
| 30D | +5.6% | -2.3% | +7.9% | +5.8% |
| 3M | +18.7% | -7.4% | +26.1% | +19.7% |
| 6M | +47.4% | -12.2% | +59.6% | +49.9% |
| YTD | +33.0% | +38.6% | -5.7% | +24.3% |
| 1Y | +34.9% | +14.9% | +20.0% | +30.1% |
| All | +135.1% | +109.6% | +25.5% | +112.3% |
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 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