+232.9%
ABT vs IP
+26.3%
+206.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.4% |
| 7D | +3.5% | -5.1% | +8.6% | +4.8% |
| 30D | +12.0% | +8.5% | +3.5% | +9.8% |
| 3M | +2.5% | -13.8% | +16.3% | +5.9% |
| 6M | +29.1% | +5.7% | +23.3% | +26.3% |
| YTD | -10.1% | -9.1% | -1.0% | -9.5% |
| 1Y | -9.8% | -0.8% | -9.0% | -11.4% |
| 3Y | +23.3% | +14.8% | +8.5% | +10.0% |
| 5Y | -2.4% | -11.5% | +9.2% | -6.7% |
| All | +232.9% | +26.3% | +206.6% | +171.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling