+232.9%
ABT vs IP
+31.6%
+201.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.2% |
| 7D | +0.3% | -3.0% | +3.3% | +1.0% |
| 30D | +11.6% | +10.6% | +1.0% | +8.9% |
| 3M | +3.1% | -13.6% | +16.7% | +6.6% |
| 6M | +32.8% | +10.4% | +22.4% | +28.6% |
| YTD | -9.6% | -6.5% | -3.1% | -9.7% |
| 1Y | -10.4% | -2.1% | -8.2% | -11.6% |
| 3Y | +25.8% | +22.0% | +3.8% | +10.4% |
| 5Y | -3.4% | -9.7% | +6.3% | -8.2% |
| 10Y | +232.9% | +26.8% | +206.0% | +171.5% |
| All | +232.9% | +31.6% | +201.2% | +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