+155.3%
IBN vs ABCL
-81.2%
+236.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | +1.9% | -3.3% | +5.1% | +2.0% |
| 30D | +22.1% | -7.1% | +29.2% | +22.3% |
| 3M | +17.1% | +4.7% | +12.4% | +16.2% |
| 6M | +35.5% | +140.9% | -105.3% | +27.0% |
| YTD | +16.8% | +236.0% | -219.2% | +6.7% |
| 1Y | +12.4% | +217.4% | -205.0% | +2.9% |
| 3Y | +58.0% | +188.7% | -130.7% | +40.9% |
| 5Y | +73.7% | -23.5% | +97.2% | +67.4% |
| All | +155.3% | -81.2% | +236.5% | +162.9% |
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