+2,633.0%
ABT vs IVZ
+973.1%
+1,659.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.8% |
| 7D | -1.3% | +7.6% | -8.9% | -2.5% |
| 30D | +6.0% | +4.3% | +1.7% | +5.2% |
| 3M | -1.9% | -9.3% | +7.5% | -0.5% |
| 6M | +31.2% | +5.2% | +25.9% | +29.2% |
| YTD | -11.2% | +13.4% | -24.7% | -14.0% |
| 1Y | -14.0% | +25.4% | -39.3% | -18.1% |
| 3Y | +20.7% | +152.5% | -131.8% | -0.3% |
| 5Y | -6.7% | +36.7% | -43.4% | -15.6% |
| 10Y | +226.3% | +45.0% | +181.3% | +174.4% |
| All | +2,633.0% | +973.1% | +1,659.9% | +1,367.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling