-9.4%
ABT vs IVZ
+61.5%
-70.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -4.7% | +1.2% | -5.9% | -5.0% |
| 30D | -3.1% | +1.8% | -4.9% | -3.5% |
| 3M | +16.1% | +15.7% | +0.4% | +12.6% |
| 6M | -5.3% | +36.3% | -41.7% | -11.4% |
| YTD | -14.4% | +24.9% | -39.4% | -18.8% |
| 1Y | -18.4% | +48.9% | -67.3% | -25.6% |
| 3Y | +11.2% | +136.8% | -125.6% | -11.7% |
| 5Y | -9.4% | +60.0% | -69.3% | -24.6% |
| All | -9.4% | +61.5% | -70.8% | -24.6% |
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