-13.1%
ABT vs IRE
-97.4%
+84.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.1% | -13.2% | -0.8% |
| 7D | -5.4% | -15.1% | +9.8% | -5.3% |
| 30D | +8.0% | -71.4% | +79.4% | +6.3% |
| 3M | +0.2% | -81.2% | +81.4% | -1.8% |
| 6M | +34.1% | -93.7% | +127.9% | +31.3% |
| YTD | -10.6% | -92.2% | +81.6% | -12.4% |
| All | -13.1% | -97.4% | +84.3% | -15.3% |
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 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