+9.4%
IVV vs ABCL
+127.6%
-118.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.4% | +5.0% | -3.8% |
| 7D | -4.8% | -14.9% | +10.2% | -3.9% |
| 30D | -5.9% | -15.4% | +9.4% | -5.1% |
| 3M | -4.5% | +88.0% | -92.5% | -8.8% |
| 6M | +1.8% | +138.8% | -137.0% | -5.5% |
| YTD | +8.4% | +225.4% | -217.1% | -3.5% |
| 1Y | +9.4% | +137.3% | -127.9% | +0.6% |
| All | +9.4% | +127.6% | -118.2% | +0.6% |
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 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