-7.4%
ABT vs IRM
+187.5%
-194.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -1.3% | +6.8% | -8.1% | -2.5% |
| 30D | +6.0% | +2.6% | +3.4% | +5.3% |
| 3M | -1.9% | -9.5% | +7.6% | -0.4% |
| 6M | +31.2% | -8.5% | +39.7% | +32.5% |
| YTD | -11.2% | +40.3% | -51.5% | -19.8% |
| 1Y | -14.0% | +28.7% | -42.6% | -20.6% |
| 3Y | +20.7% | +111.8% | -91.2% | -9.5% |
| All | -7.4% | +187.5% | -194.9% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling