+19.6%
IVZ vs ABCL
+127.6%
-108.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.4% | +1.3% | -6.8% |
| 7D | -6.7% | -14.9% | +8.2% | -4.9% |
| 30D | -10.9% | -15.4% | +4.5% | -9.2% |
| 3M | -14.8% | +88.0% | -102.8% | -22.9% |
| 6M | +2.4% | +138.8% | -136.4% | -13.5% |
| YTD | +5.4% | +225.4% | -220.0% | -17.3% |
| 1Y | +19.6% | +137.3% | -117.8% | -0.7% |
| All | +19.6% | +127.6% | -108.0% | -0.7% |
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 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