+44.2%
IBB vs ABCL
-81.0%
+125.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.7% |
| 7D | +1.6% | +4.4% | -2.8% | +0.9% |
| 30D | +6.7% | -7.9% | +14.6% | +7.7% |
| 3M | +6.3% | +12.2% | -5.9% | +3.6% |
| 6M | +23.9% | +134.7% | -110.8% | +5.7% |
| YTD | +26.6% | +239.8% | -213.2% | +0.6% |
| 1Y | +29.6% | +192.7% | -163.1% | +5.2% |
| 3Y | +86.1% | +187.6% | -101.6% | +41.9% |
| 5Y | +40.3% | -22.6% | +63.0% | +22.9% |
| All | +44.2% | -81.0% | +125.2% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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