+1,156.2%
ABBV vs IRM
+747.1%
+409.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.8% |
| 7D | +0.4% | -0.5% | +0.8% | +0.4% |
| 30D | +4.2% | -8.1% | +12.2% | +5.8% |
| 3M | +14.8% | -9.7% | +24.5% | +16.8% |
| 6M | +10.3% | +10.0% | +0.3% | +7.4% |
| YTD | +14.9% | +43.0% | -28.1% | +5.7% |
| 1Y | +24.1% | +32.7% | -8.5% | +15.6% |
| 3Y | +91.9% | +102.7% | -10.8% | +60.6% |
| 5Y | +176.0% | +187.6% | -11.5% | +109.8% |
| 10Y | +502.9% | +420.1% | +82.8% | +280.4% |
| All | +1,156.2% | +747.1% | +409.1% | +597.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling