+78.4%
IVV vs ABCL
+104.5%
-26.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +0.1% | +93.1% | -93.0% | -5.3% |
| 3M | +2.0% | +79.4% | -77.4% | -3.4% |
| 6M | +13.0% | +214.9% | -201.8% | +1.7% |
| YTD | +13.6% | +234.2% | -220.6% | +1.1% |
| 1Y | +20.1% | +174.8% | -154.7% | +8.0% |
| All | +78.4% | +104.5% | -26.1% | +51.6% |
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 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