+1,305.8%
ABT vs IBN
+1,760.3%
-454.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.3% | +1.9% | -3.1% | -1.5% |
| 30D | +6.0% | +22.1% | -16.1% | +3.6% |
| 3M | -1.9% | +17.1% | -19.0% | -3.6% |
| 6M | +31.2% | +35.5% | -4.4% | +26.7% |
| YTD | -11.2% | +16.8% | -28.0% | -12.9% |
| 1Y | -14.0% | +12.4% | -26.4% | -15.2% |
| 3Y | +20.7% | +58.0% | -37.4% | +13.9% |
| 5Y | -6.7% | +73.7% | -80.4% | -13.0% |
| 10Y | +226.3% | +385.6% | -159.3% | +168.1% |
| All | +1,305.8% | +1,760.3% | -454.5% | +936.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling