-97.7%
IRE vs ABCL
+138.2%
-235.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +0.8% | -24.1% | -23.8% |
| 7D | -46.8% | -10.0% | -36.9% | -42.1% |
| 30D | -75.5% | -10.9% | -64.6% | -72.6% |
| 3M | -79.4% | +101.6% | -181.1% | -86.3% |
| 6M | -91.3% | +167.5% | -258.8% | -96.3% |
| YTD | -90.8% | +259.1% | -349.9% | -97.5% |
| 1Y | -97.7% | +152.2% | -249.9% | -99.1% |
| All | -97.7% | +138.2% | -235.9% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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