+128.7%
IVZ vs ABCL
+139.9%
-11.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.4% | +1.3% | -6.4% |
| 7D | -6.7% | -14.9% | +8.2% | -4.1% |
| 30D | -10.9% | -15.4% | +4.5% | -8.6% |
| 3M | -14.8% | +88.0% | -102.8% | -26.1% |
| 6M | +2.4% | +138.8% | -136.4% | -17.4% |
| YTD | +5.4% | +225.4% | -220.0% | -21.6% |
| 1Y | +19.6% | +137.3% | -117.8% | -5.4% |
| All | +128.7% | +139.9% | -11.2% | +70.9% |
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