-1.1%
IP vs ABCL
+127.6%
-128.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.4% | -3.5% |
| 7D | -5.0% | -14.9% | +9.9% | -4.3% |
| 30D | +6.5% | -15.4% | +21.9% | +7.2% |
| 3M | -18.0% | +88.0% | -106.0% | -21.0% |
| 6M | +10.3% | +138.8% | -128.5% | +3.4% |
| YTD | -9.9% | +225.4% | -235.3% | -17.6% |
| 1Y | -1.1% | +137.3% | -138.4% | -9.0% |
| All | -1.1% | +127.6% | -128.7% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling