-25.7%
IREN vs ABBV
+202.2%
-227.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.6% |
| 7D | -16.0% | +1.3% | -17.3% | -15.6% |
| 30D | -40.5% | +4.7% | -45.3% | -39.3% |
| 3M | -59.4% | +18.3% | -77.8% | -56.4% |
| 6M | -67.1% | +43.4% | -110.4% | -62.4% |
| YTD | -51.9% | +33.0% | -84.9% | -45.8% |
| 1Y | -62.7% | +30.8% | -93.5% | -58.0% |
| 3Y | +507.7% | +135.1% | +372.6% | +673.7% |
| All | -25.7% | +202.2% | -227.9% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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