-7.4%
ABT vs IVZ
+36.0%
-43.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.8% |
| 7D | -1.3% | +7.6% | -8.9% | -2.6% |
| 30D | +6.0% | +4.3% | +1.7% | +5.1% |
| 3M | -1.9% | -9.3% | +7.5% | -0.4% |
| 6M | +31.2% | +5.2% | +25.9% | +28.9% |
| YTD | -11.2% | +13.4% | -24.7% | -14.6% |
| 1Y | -14.0% | +25.4% | -39.3% | -19.0% |
| 3Y | +20.7% | +152.5% | -131.8% | -8.1% |
| All | -7.4% | +36.0% | -43.4% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling