+150.6%
IBN vs ABCL
-80.5%
+231.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.7% | -2.6% | +3.8% |
| 7D | +15.1% | -3.2% | +18.3% | +15.1% |
| 30D | +21.6% | -7.4% | +29.0% | +21.9% |
| 3M | +11.2% | +81.9% | -70.7% | +6.5% |
| 6M | +27.8% | +135.7% | -108.0% | +19.8% |
| YTD | +14.7% | +247.4% | -232.7% | +4.5% |
| 1Y | +14.4% | +162.3% | -147.8% | +5.9% |
| 3Y | +52.1% | +165.5% | -113.4% | +36.7% |
| 5Y | +70.7% | -21.3% | +92.0% | +64.2% |
| All | +150.6% | -80.5% | +231.2% | +157.7% |
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