+43.2%
IBB vs ABCL
-81.3%
+124.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | +10.5% | +93.1% | -82.6% | -1.1% |
| 3M | +23.6% | +79.4% | -55.8% | +11.1% |
| 6M | +22.6% | +214.9% | -192.3% | +0.1% |
| YTD | +25.7% | +234.2% | -208.5% | +0.7% |
| 1Y | +51.4% | +174.8% | -123.4% | +23.6% |
| 3Y | +64.4% | +104.5% | -40.1% | +32.6% |
| 5Y | +22.1% | -39.0% | +61.2% | +9.5% |
| All | +43.2% | -81.3% | +124.5% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling