+11.5%
ABT vs IRM
+101.2%
-89.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -3.1% | +1.6% | -4.8% | -3.3% |
| 30D | -2.1% | -4.2% | +2.1% | -1.8% |
| 3M | +17.4% | -5.4% | +22.8% | +17.8% |
| 6M | -2.4% | +12.0% | -14.4% | -4.6% |
| YTD | -14.2% | +42.0% | -56.3% | -19.4% |
| 1Y | -18.3% | +29.9% | -48.2% | -22.4% |
| 3Y | +11.5% | +104.4% | -92.8% | -4.0% |
| All | +11.5% | +101.2% | -89.7% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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