-5.9%
ABT vs IRE
-97.6%
+91.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -23.2% | +28.8% | +5.0% |
| 7D | +12.5% | -46.8% | +59.4% | +11.3% |
| 30D | +16.1% | -75.5% | +91.6% | +13.5% |
| 3M | +10.2% | -79.4% | +89.6% | +7.8% |
| 6M | +33.7% | -91.3% | +125.0% | +30.7% |
| YTD | -5.5% | -90.8% | +85.3% | -7.2% |
| 1Y | -5.9% | -97.7% | +91.8% | -8.8% |
| All | -5.9% | -97.6% | +91.7% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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