-97.9%
IRE vs ABCL
+91.9%
-189.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -9.4% | -24.6% | -27.5% |
| 7D | -57.1% | -14.9% | -42.2% | -50.3% |
| 30D | -84.4% | -15.4% | -69.1% | -81.3% |
| 3M | -85.0% | +88.0% | -173.0% | -89.3% |
| 6M | -95.2% | +138.8% | -234.1% | -97.7% |
| YTD | -93.9% | +225.4% | -319.4% | -98.1% |
| 1Y | -98.8% | +137.3% | -236.1% | -99.4% |
| All | -97.9% | +91.9% | -189.8% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling