-11.6%
ABT vs IBN
+52.7%
-64.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -5.0% | -5.5% | +0.5% | -3.6% |
| 30D | -5.8% | -3.4% | -2.4% | -5.0% |
| 3M | +16.7% | +8.7% | +8.1% | +14.2% |
| 6M | -5.2% | +3.7% | -9.0% | -6.3% |
| YTD | -16.0% | -2.4% | -13.6% | -15.8% |
| 1Y | -18.3% | -8.1% | -10.2% | -16.9% |
| 3Y | +9.2% | +26.3% | -17.1% | -0.7% |
| 5Y | -11.6% | +54.9% | -66.5% | -25.9% |
| All | -11.6% | +52.7% | -64.3% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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