+91.0%
IVZ vs ABCL
-80.5%
+171.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.7% | -6.7% | -1.1% |
| 7D | -2.4% | -3.2% | +0.7% | -2.1% |
| 30D | -11.2% | -7.4% | -3.8% | -10.4% |
| 3M | -14.0% | +81.9% | -95.9% | -23.8% |
| 6M | +0.5% | +135.7% | -135.3% | -16.6% |
| YTD | +5.4% | +247.4% | -241.9% | -19.3% |
| 1Y | +19.5% | +162.3% | -142.8% | -4.4% |
| 3Y | +128.7% | +165.5% | -36.8% | +71.6% |
| 5Y | +28.8% | -21.3% | +50.0% | +8.0% |
| All | +91.0% | -80.5% | +171.5% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling