-8.4%
IP vs ABCL
-30.1%
+21.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +3.4% | -10.0% | +13.4% | +4.2% |
| 30D | +11.2% | -10.9% | +22.1% | +12.1% |
| 3M | -14.8% | +101.6% | -116.4% | -21.1% |
| 6M | +17.3% | +167.5% | -150.3% | +4.5% |
| YTD | -6.2% | +259.1% | -265.2% | -19.6% |
| 1Y | +2.3% | +152.2% | -149.8% | -9.3% |
| 3Y | +17.7% | +161.3% | -143.6% | -0.5% |
| 5Y | -8.4% | -29.3% | +20.9% | -21.6% |
| All | -8.4% | -30.1% | +21.7% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling