+551.5%
IREN vs ABBV
+134.7%
+416.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.6% |
| 7D | +8.0% | +2.2% | +5.9% | +9.1% |
| 30D | -44.0% | +8.0% | -52.0% | -41.5% |
| 3M | -55.4% | +19.1% | -74.5% | -50.9% |
| 6M | -65.6% | +43.5% | -109.1% | -59.0% |
| YTD | -48.4% | +32.7% | -81.1% | -39.7% |
| 1Y | -65.0% | +30.0% | -95.1% | -59.4% |
| All | +551.5% | +134.7% | +416.8% | +1,173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling