+78.5%
IREN vs ABBV
+159.6%
-81.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.4% | -3.2% |
| 7D | +4.8% | -2.0% | +6.8% | +4.2% |
| 30D | +9.8% | +2.0% | +7.8% | +10.8% |
| 3M | -15.3% | +14.2% | -29.5% | -10.9% |
| 6M | +14.5% | +14.1% | +0.4% | +20.8% |
| YTD | +15.5% | +14.2% | +1.3% | +22.3% |
| 1Y | +29.8% | +24.2% | +5.5% | +40.5% |
| 3Y | +834.5% | +89.8% | +744.7% | +1,008.6% |
| All | +78.5% | +159.6% | -81.1% | +153.6% |
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