+140.3%
IVZ vs ABCL
+104.5%
+35.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +4.0% | +93.1% | -89.1% | -9.9% |
| 3M | +18.2% | +79.4% | -61.3% | +2.5% |
| 6M | +32.8% | +214.9% | -182.1% | +0.8% |
| YTD | +28.7% | +234.2% | -205.5% | -4.8% |
| 1Y | +55.4% | +174.8% | -119.4% | +17.5% |
| All | +140.3% | +104.5% | +35.8% | +77.3% |
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