-13.8%
ABT vs IRE
-97.8%
+84.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.5% | +11.6% | -2.2% |
| 7D | -5.6% | +11.1% | -16.7% | -5.1% |
| 30D | +5.2% | -75.2% | +80.3% | +3.2% |
| 3M | -2.7% | -86.4% | +83.7% | -5.3% |
| 6M | +28.8% | -94.8% | +123.7% | +25.6% |
| YTD | -12.3% | -93.3% | +81.0% | -14.0% |
| 1Y | -14.7% | -97.5% | +82.8% | -17.2% |
| All | -13.8% | -97.8% | +84.0% | -16.2% |
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