-97.3%
IRE vs ABCL
+106.0%
-203.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -4.1% | +16.2% | +15.0% |
| 7D | -15.1% | -2.7% | -12.5% | -11.0% |
| 30D | -71.4% | -5.4% | -65.9% | -68.1% |
| 3M | -81.2% | +22.4% | -103.6% | -81.6% |
| 6M | -93.7% | +127.6% | -221.4% | -96.9% |
| YTD | -92.2% | +249.4% | -341.6% | -97.7% |
| 1Y | -97.3% | +198.0% | -295.3% | -99.0% |
| All | -97.3% | +106.0% | -203.4% | -98.6% |
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