+2,282.8%
ABT vs IRM
+9,772.9%
-7,490.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -1.3% | +6.8% | -8.1% | -2.4% |
| 30D | +6.0% | +2.6% | +3.4% | +5.4% |
| 3M | -1.9% | -9.5% | +7.6% | -0.6% |
| 6M | +31.2% | -8.5% | +39.7% | +32.3% |
| YTD | -11.2% | +40.3% | -51.5% | -17.4% |
| 1Y | -14.0% | +28.7% | -42.6% | -18.7% |
| 3Y | +20.7% | +111.8% | -91.2% | +2.9% |
| 5Y | -6.7% | +189.1% | -195.8% | -25.2% |
| 10Y | +226.3% | +519.8% | -293.5% | +125.5% |
| All | +2,282.8% | +9,772.9% | -7,490.1% | +1,083.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling