+23.9%
IP vs ABCL
+104.5%
-80.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -16.5% |
| 3M | +11.2% | +79.4% | -68.3% | +4.2% |
| 6M | -10.2% | +214.9% | -225.1% | -20.7% |
| YTD | -2.0% | +234.2% | -236.2% | -14.7% |
| 1Y | -19.1% | +174.8% | -193.9% | -28.6% |
| All | +23.9% | +104.5% | -80.6% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling