+369.9%
IRM vs ABCL
-79.6%
+449.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -5.1% | +2.3% | -7.4% | -5.2% |
| 30D | -3.3% | -0.7% | -2.6% | -3.3% |
| 3M | -8.2% | +33.4% | -41.6% | -10.6% |
| 6M | -12.8% | +137.8% | -150.5% | -20.0% |
| YTD | +36.6% | +264.3% | -227.7% | +20.0% |
| 1Y | +11.9% | +209.2% | -197.3% | -0.5% |
| 3Y | +105.1% | +208.4% | -103.3% | +76.9% |
| 5Y | +182.4% | -11.9% | +194.3% | +153.8% |
| All | +369.9% | -79.6% | +449.4% | +330.4% |
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