+44.4%
IBB vs ABCL
-80.5%
+124.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.7% | -5.0% | +0.7% |
| 7D | -1.8% | -3.2% | +1.3% | -1.5% |
| 30D | +5.1% | -7.4% | +12.5% | +5.9% |
| 3M | +10.7% | +81.9% | -71.2% | -0.5% |
| 6M | +22.9% | +135.7% | -112.8% | +4.6% |
| YTD | +26.7% | +247.4% | -220.7% | +0.4% |
| 1Y | +35.1% | +162.3% | -127.1% | +11.4% |
| 3Y | +80.2% | +165.5% | -85.3% | +39.2% |
| 5Y | +37.8% | -21.3% | +59.1% | +20.3% |
| All | +44.4% | -80.5% | +124.9% | +31.5% |
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