+4.1%
IP vs ABCL
-81.3%
+85.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | -5.3% | +0.7% | -6.0% | -5.3% |
| 30D | -10.9% | +93.1% | -103.9% | -15.4% |
| 3M | +11.2% | +79.4% | -68.3% | +5.6% |
| 6M | -10.2% | +214.9% | -225.1% | -18.4% |
| YTD | -2.0% | +234.2% | -236.2% | -11.9% |
| 1Y | -19.1% | +174.8% | -193.9% | -26.5% |
| 3Y | +20.9% | +104.5% | -83.6% | +8.2% |
| 5Y | -17.8% | -39.0% | +21.2% | -25.2% |
| All | +4.1% | -81.3% | +85.3% | -1.1% |
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