+85.4%
IBB vs ABCL
+185.8%
-100.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -0.5% | -3.3% | +2.8% | -0.1% |
| 30D | +4.6% | -7.1% | +11.7% | +5.3% |
| 3M | +6.8% | +4.7% | +2.1% | +5.4% |
| 6M | +23.1% | +140.9% | -117.8% | +5.9% |
| YTD | +26.0% | +236.0% | -209.9% | +2.0% |
| 1Y | +30.4% | +217.4% | -187.0% | +6.3% |
| 3Y | +85.4% | +188.7% | -103.3% | +46.8% |
| All | +85.4% | +185.8% | -100.4% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling