+94.6%
IRM vs ABCL
+156.0%
-61.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.7% | -5.8% | +0.3% |
| 7D | -8.6% | -3.2% | -5.4% | -8.3% |
| 30D | -8.0% | -7.4% | -0.6% | -7.4% |
| 3M | -12.0% | +81.9% | -93.9% | -17.5% |
| 6M | -18.2% | +135.7% | -153.9% | -26.2% |
| YTD | +31.4% | +247.4% | -216.0% | +12.6% |
| 1Y | +9.2% | +162.3% | -153.1% | -4.2% |
| 3Y | +94.6% | +165.5% | -70.9% | +65.6% |
| All | +94.6% | +156.0% | -61.5% | +65.6% |
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