+118.4%
IBN vs ABCL
-81.2%
+199.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -2.2% | +1.4% | -3.6% | -2.3% |
| 30D | -2.3% | +65.1% | -67.4% | -5.5% |
| 3M | +15.9% | +111.1% | -95.2% | +10.1% |
| 6M | +5.6% | +231.6% | -226.0% | -2.7% |
| YTD | -0.1% | +234.5% | -234.6% | -8.4% |
| 1Y | -6.5% | +174.3% | -180.9% | -13.9% |
| 3Y | +29.3% | +111.5% | -82.2% | +18.6% |
| 5Y | +56.6% | -37.3% | +93.8% | +52.8% |
| All | +118.4% | -81.2% | +199.6% | +125.9% |
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 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