-97.1%
IRE vs ABCL
+104.8%
-201.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +6.7% | +32.8% | +34.7% |
| 7D | -27.2% | -3.2% | -24.0% | -22.1% |
| 30D | -75.1% | -7.4% | -67.7% | -71.6% |
| 3M | -77.9% | +81.9% | -159.8% | -83.5% |
| 6M | -94.6% | +135.7% | -230.3% | -97.3% |
| YTD | -91.5% | +247.4% | -338.9% | -97.4% |
| 1Y | -97.8% | +162.3% | -260.1% | -99.1% |
| All | -97.1% | +104.8% | -201.9% | -98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling