+351.8%
IRM vs ABCL
-80.5%
+432.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.7% | -5.8% | +0.4% |
| 7D | -8.6% | -3.2% | -5.4% | -8.4% |
| 30D | -8.0% | -7.4% | -0.6% | -7.5% |
| 3M | -12.0% | +81.9% | -93.9% | -16.8% |
| 6M | -18.2% | +135.7% | -153.9% | -25.0% |
| YTD | +31.4% | +247.4% | -216.0% | +15.8% |
| 1Y | +9.2% | +162.3% | -153.1% | -1.8% |
| 3Y | +94.6% | +165.5% | -70.9% | +69.6% |
| 5Y | +170.2% | -21.3% | +191.4% | +143.5% |
| All | +351.8% | -80.5% | +432.3% | +315.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling