-16.5%
ABT vs IP
-18.9%
+2.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | -3.7% | -5.3% | +1.6% | -2.8% |
| 30D | +2.5% | -10.9% | +13.3% | +4.3% |
| 3M | +20.2% | +11.2% | +9.0% | +17.9% |
| 6M | -2.9% | -10.2% | +7.3% | -1.8% |
| YTD | -11.9% | -2.0% | -9.9% | -12.2% |
| 1Y | -16.5% | -19.1% | +2.5% | -15.4% |
| All | -16.5% | -18.9% | +2.3% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling