+28.8%
IVZ vs ABCL
-30.0%
+58.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.4% | +1.3% | -6.2% |
| 7D | -6.7% | -14.9% | +8.2% | -3.9% |
| 30D | -10.9% | -15.4% | +4.5% | -8.3% |
| 3M | -14.8% | +88.0% | -102.8% | -27.0% |
| 6M | +2.4% | +138.8% | -136.4% | -18.6% |
| YTD | +5.4% | +225.4% | -220.0% | -22.9% |
| 1Y | +19.6% | +137.3% | -117.8% | -6.8% |
| 3Y | +122.4% | +136.8% | -14.4% | +60.3% |
| 5Y | +28.8% | -26.2% | +55.0% | +7.1% |
| All | +28.8% | -30.0% | +58.8% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling