+191.2%
IRM vs ABCL
-23.2%
+214.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.2% |
| 7D | +8.6% | +4.4% | +4.2% | +8.0% |
| 30D | 0.0% | -7.9% | +7.8% | +0.7% |
| 3M | -7.1% | +12.2% | -19.4% | -8.9% |
| 6M | -7.9% | +134.7% | -142.6% | -18.4% |
| YTD | +41.3% | +239.8% | -198.5% | +18.6% |
| 1Y | +20.7% | +192.7% | -172.0% | +3.0% |
| 3Y | +112.2% | +187.6% | -75.5% | +72.7% |
| 5Y | +191.2% | -22.6% | +213.9% | +170.9% |
| All | +191.2% | -23.2% | +214.4% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling