+103.8%
IRM vs ABCL
+104.5%
-0.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | -8.1% | +93.1% | -101.2% | -14.4% |
| 3M | -9.7% | +79.4% | -89.1% | -15.8% |
| 6M | +10.0% | +214.9% | -204.9% | -4.2% |
| YTD | +43.0% | +234.2% | -191.2% | +22.8% |
| 1Y | +32.7% | +174.8% | -142.1% | +15.5% |
| All | +103.8% | +104.5% | -0.7% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling