+228.6%
ABT vs IP
+22.3%
+206.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.7% |
| 7D | -5.4% | -2.8% | -2.6% | -4.8% |
| 30D | +8.0% | +9.2% | -1.2% | +5.7% |
| 3M | +0.2% | -16.1% | +16.4% | +4.3% |
| 6M | +34.1% | +9.6% | +24.6% | +30.1% |
| YTD | -10.6% | -8.8% | -1.8% | -10.1% |
| 1Y | -11.8% | -5.5% | -6.3% | -12.2% |
| 3Y | +23.9% | +19.6% | +4.3% | +9.2% |
| 5Y | -5.1% | -13.5% | +8.3% | -8.7% |
| 10Y | +228.6% | +22.4% | +206.2% | +176.4% |
| All | +228.6% | +22.3% | +206.3% | +176.4% |
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 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