+197.1%
ABT vs IVZ
+65.9%
+131.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -5.9% | -2.4% | -3.5% | -5.4% |
| 30D | -8.1% | +3.0% | -11.1% | -8.7% |
| 3M | +14.5% | +14.9% | -0.3% | +10.5% |
| 6M | -6.3% | +36.7% | -43.0% | -13.3% |
| YTD | -17.1% | +25.7% | -42.8% | -22.2% |
| 1Y | -21.4% | +47.7% | -69.1% | -29.1% |
| 3Y | +5.9% | +138.8% | -132.9% | -17.8% |
| 5Y | -12.8% | +62.1% | -74.9% | -27.3% |
| All | +197.1% | +65.9% | +131.2% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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