+158.0%
IBN vs ABCL
-79.6%
+237.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | +15.8% | +2.3% | +13.5% | +15.6% |
| 30D | +25.1% | -0.7% | +25.7% | +24.8% |
| 3M | +16.0% | +33.4% | -17.4% | +13.5% |
| 6M | +32.8% | +137.8% | -105.0% | +24.5% |
| YTD | +18.0% | +264.3% | -246.3% | +7.3% |
| 1Y | +15.9% | +209.2% | -193.3% | +6.3% |
| 3Y | +57.6% | +208.4% | -150.8% | +40.1% |
| 5Y | +74.7% | -11.9% | +86.6% | +67.0% |
| All | +158.0% | -79.6% | +237.5% | +164.5% |
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