-98.0%
IRE vs ABCL
+98.1%
-196.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.1% | -13.3% | -13.6% |
| 7D | -31.8% | -3.3% | -28.6% | -30.4% |
| 30D | -71.8% | -7.1% | -64.6% | -68.0% |
| 3M | -88.9% | +4.7% | -93.6% | -88.2% |
| 6M | -95.4% | +140.9% | -236.2% | -97.8% |
| YTD | -94.2% | +236.0% | -330.2% | -98.2% |
| 1Y | -97.1% | +217.4% | -314.5% | -99.0% |
| All | -98.0% | +98.1% | -196.1% | -98.9% |
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