-12.8%
ABT vs IRE
-98.1%
+85.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -14.4% | +15.6% | +0.8% |
| 7D | -1.3% | -31.8% | +30.6% | -2.1% |
| 30D | +6.0% | -71.8% | +77.8% | +4.1% |
| 3M | -1.9% | -88.9% | +87.0% | -4.9% |
| 6M | +31.2% | -95.4% | +126.5% | +27.5% |
| YTD | -11.2% | -94.2% | +83.0% | -13.3% |
| 1Y | -14.0% | -97.1% | +83.1% | -16.4% |
| All | -12.8% | -98.1% | +85.3% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling