-83.7%
IRE vs ABCL
+97.1%
-180.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.2% | +15.2% | +14.7% |
| 7D | +54.8% | +0.7% | +54.1% | +54.3% |
| 30D | +18.4% | +93.1% | -74.7% | -22.4% |
| 3M | -66.7% | +79.4% | -146.2% | -79.4% |
| 6M | -52.3% | +214.9% | -267.2% | -83.4% |
| YTD | -52.3% | +234.2% | -286.5% | -86.3% |
| All | -83.7% | +97.1% | -180.7% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling