-97.2%
IRE vs ABCL
+115.5%
-212.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.2% | -7.7% | -6.2% |
| 7D | -15.5% | +12.4% | -27.9% | -18.9% |
| 30D | -70.4% | -0.4% | -70.0% | -68.0% |
| 3M | -81.6% | +80.4% | -162.0% | -86.3% |
| 6M | -94.7% | +138.5% | -233.2% | -97.4% |
| YTD | -91.8% | +265.5% | -357.2% | -97.6% |
| 1Y | -97.6% | +219.7% | -317.3% | -99.1% |
| All | -97.2% | +115.5% | -212.7% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling