+391.8%
IRM vs ABCL
-81.3%
+473.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.4% |
| 3M | -9.7% | +79.4% | -89.1% | -14.8% |
| 6M | +10.0% | +214.9% | -204.9% | -1.5% |
| YTD | +43.0% | +234.2% | -191.2% | +26.8% |
| 1Y | +32.7% | +174.8% | -142.1% | +18.9% |
| 3Y | +102.7% | +104.5% | -1.8% | +79.9% |
| 5Y | +187.6% | -39.0% | +226.6% | +159.7% |
| All | +391.8% | -81.3% | +473.1% | +354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling