-11.2%
ABT vs IRE
-97.3%
+86.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.5% |
| 7D | +0.3% | -15.5% | +15.8% | +0.4% |
| 30D | +11.6% | -70.4% | +82.0% | +9.9% |
| 3M | +3.1% | -81.6% | +84.7% | +1.0% |
| 6M | +32.8% | -94.7% | +127.5% | +30.0% |
| YTD | -9.6% | -91.8% | +82.1% | -11.1% |
| 1Y | -10.4% | -97.6% | +87.2% | -13.1% |
| All | -11.2% | -97.3% | +86.1% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling