+124.1%
IBN vs ABCL
-81.3%
+205.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | +1.4% | +0.7% | +0.7% | +1.4% |
| 30D | -0.3% | +93.1% | -93.4% | -4.5% |
| 3M | +17.1% | +79.4% | -62.3% | +12.3% |
| 6M | +3.4% | +214.9% | -211.5% | -4.4% |
| YTD | +2.5% | +234.2% | -231.7% | -6.0% |
| 1Y | -4.2% | +174.8% | -178.9% | -11.7% |
| 3Y | +32.4% | +104.5% | -72.1% | +21.7% |
| 5Y | +59.2% | -39.0% | +98.2% | +55.5% |
| All | +124.1% | -81.3% | +205.4% | +131.8% |
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 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