+0.9%
ABT vs IP
-12.5%
+13.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.0% |
| 7D | +8.6% | -5.0% | +13.6% | +9.6% |
| 30D | +16.4% | +6.5% | +9.9% | +15.1% |
| 3M | +8.1% | -18.0% | +26.2% | +11.7% |
| 6M | +32.1% | +10.3% | +21.7% | +29.2% |
| YTD | -7.1% | -9.9% | +2.8% | -6.4% |
| 1Y | -6.5% | -1.1% | -5.5% | -7.4% |
| 3Y | +26.2% | +13.0% | +13.2% | +14.3% |
| 5Y | +0.9% | -12.3% | +13.2% | -0.4% |
| All | +0.9% | -12.5% | +13.4% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling